Exclusive Join List
The Exclusive Join List is a whitelist of Steam64-IDs that are only allowed to join the server. So with this you can control that only selected players are allowed to play on your server. The Exclusive Join List is good if you want to play alone with your friends and don't want the server to be public.
Reserved Player List
A Reserved Player List is a list of Steam64-IDs that can join the server even if it is full. This will cause the last player to join to be removed from the server if a player from the Reserved Player List wants to join the server. This way you can make sure that certain players can always join the server - often the server admins are added to this list.
The ban list is a list of Steam64-IDs that are not allowed to join the server. So if a player is causing problems on your server, you can put them on the ban list so they can't connect and your gaming can continue in peace.
To kick or even ban a player from the server you can also use the admin commands directly from the game. This way you don't have to leave the game to change the file.