What is the difference between the following terms:
$\mathbb{Z}_{4}$ , $\mathbb{Z}/4$ and $\mathbb{Z}/{4}\mathbb{Z}$ ?
I am pretty sure the first one is the cyclic group with addition modulo 4... but what about the other two? What does each term mean?
They are all the same group. It is almost pure notation, but perhaps the most explicit one is $\mathbb{Z}/4\mathbb{Z}$. $4\mathbb{Z}$ is "four times the integers" so $\{-4,0,4,8,12,...\}$ so the cosets are
$$\{...,-4,0,-4,...\}$$ $$\{...,-3,1,5,...\}$$ $$\{...,-2,2,6,...\}$$ $$\{...,-1,3,7,...\}$$
Four cosets and $\mathbb{Z}/4\mathbb{Z}=\{0,1,2,3\}$ under addition. $\mathbb{Z}/4$ is more like "integers divided by four" but the result is the same, and $\mathbb{Z}_4$ is more like "cyclic group of order 4" but again, they are all isomorphic.
EDIT: Details. I get those cosets by picking each element of $\mathbb{Z}$ and adding it to the subset $4\mathbb{Z}$ which I've defined above. So, pick 2 and you get
$$2+4\mathbb{Z}=\{...,-6,-2,0,2,6,10,...\}$$ which is the third coset. $\mathbb{Z}/4\mathbb{Z}$ means "the integers with the cosets identified". So call each coset by a representative member - $\{0,1,2,3\}$ for example (I could also pick $\{-2,-1,0,1\}$ or any other sequence). Under addition this is a group - for example, adding the second and third gets you the forth:
$$1+2=\{...,-3,1,5,9,...\}+\{...,-2,2,6,10,...\}=\{...,-5,-1,3,7,...\}$$ (I'm adding together every element with every other). Hopefully that expression is not too confusing - the left side is the elements $1$ and $2$ in the quotient group $\mathbb{Z}/4\mathbb{Z}$, which I then write in terms of the cosets I've defined above to determine the result of the group action.