I know that a real manifold $M$ is orientable iff its first Stiefel-Whitney class ($w_1(M)$) vanishes and has Spin structure iff both $w_1(M)$ and $w_2(M)$ vanish.
Is there a name given to the class of manifolds for which $w_1,w_2$ and $w_3$ vanish?
Thank you.
No there isn't because if $w_1 = 0$ and $w_2 = 0$, then $w_3 = 0$. More generally, the smallest positive $k$ such that $w_k \neq 0$ is always a power of two. This general fact follows from Wu's formula
$$\operatorname{Sq}^i(w_j) = \sum_{t=0}^i\binom{j - i + t - 1}{t}w_{i-t}\cup w_{j+t}.$$
Here $\operatorname{Sq}^i$ is the $i^{\text{th}}$ Steenrod square. In the case you are asking about, let $i = 1$, $j = 2$, then
$$\operatorname{Sq}^1(w_2) = w_1\cup w_2 + w_3,$$
so if $w_1 = 0$ and $w_2 = 0$ (or even if just $w_2 = 0$), we see that $w_3 = 0$.