Three fossil fuels are, natural gas, coal and oil
I guess what could differentiate them is that: Coal is a solid fossil fuel formed over millions of years by decay of land vegetation. When layers are compacted and heated over time, deposits are turned into coal. Whereas Oil is a liquid fossil fuel that is formed from the remains of marine microorganisms deposited on the sea floor and gas like oil, it is formed from the remains of marine microorganisms.
So the difference could be how they are formed