Good question!
In my opinion, "dull" and "boring" mean almost exactly the same thing, but "tedious" has a different meaning.
- dull/boring - both of these words describe the feeling one has when something is incredibly uninteresting. "Boring" is much more commonly used than "dull" because "dull" has another meaning and is normally used to mean "not sharp" (my pencil is dull).
- tedious - the word "tedious", however, is usually used to describe a task that is often frustrating because it requires a lot of steps or precision. For example, filling out a long document, working on a factory line, editing a video, etc. Tedious tasks often take a long time to complete and frustrate people who do them.
Hope that helps!