"Massive" means "very big", it can also mean something is large in scale or amount: There was a massive breakdown in communications. He has a massive forehead.
"Brilliant" means "well thought", that an idea or persona is clever, smart, did something good: You're brilliant! The way you solved the problem, was just brilliant. "Brilliant" can also mean "shiny", "sparkling", "clear": I saw the brilliant sky.
"Wicked" usually means evil, harmful, sinful: Those wicked friends of yours are up to something! He has some wicked habits. But it can also mean "great" depending on the context: Wow, this is such a wicked pool!
All three can mean "great", but they also have other meanings.