These are the smallest kind of ukulele. They are great for people with smaller hands, children or someone who is just looking to own a ukulele for novelty. That's not to say they shouldn't be taken seriously as a musical instrument; you can find sopranos of really good quality if you're willing to spend the money. The soprano uke is fairly small and has a trebly, happy sound. A cheap soprano uke (as low as $20 new) would be perfect for someone who is looking to just give the instrument a shot without much of an investment.
This kind of ukulele is a little bigger than the soprano. It has more frets and each fret is a little wider. The difference in size makes playing a concert uke a little more comfortable by comparison, especially if you're a bigger person. You'll find that your fingers are much less cramped on the fretboard. As expected, the concert uke has a bigger, fuller sound compared to the soprano. This is especially true in the low price range.Most female ukulele players prefer the concert over the tenor for its size. There is more mid-range sound, giving it a more mellow tone than the soprano. You'll be able to find one of decent quality for less than $100 if you shop around a bit.
The tenor ukulele is even bigger still. A key difference with the tenor ukulele is that more often than the others, they have a thicker G string, tuned an octave lower than the concert and soprano ukulele. In general, the Tenor ukulele is the biggest of the three and will have more frets than the others. It's louder, fuller and has less of a treble sound than the soprano and concert. The tenor may not be as comfortable to play as the concert for some people, depending mostly on hand size. Many of the ukulele greats, including Jake Shimabukuro and Israel Kamakawiwo'ole, preferred Tenor ukuleles.
Note: any size can have a low G string, it's just more common on a tenor.
Don't underestimate the size difference among these different types of ukulele. It's quite noticeable:
Be sure to take the time to choose the best size for you!
TLDR: Get a cheap soprano if you're not sure about the ukulele, spring for a nice concert if you're sure you want to play and if you're a bigger person or have big hands, the tenor is probably best.