"So" and "then" have similar meanings, but "then" is usually used to signal the next item in a sequence of events. For example, "this happened, then that happened." "So" signals more of a cause and effect relationship between two events. "This happened, so that happened," is like saying "because this happened, that happened."
"Also" is similar to "too." I'd say "too" is used more at the end of a sentence or phrase. "I want some cake. I want some, too." Whereas also is more likely to appear mid-sentence or mid-phrase: "I also want some cake."