Sunspots appear as dark patches in the solar photosphere. These are areas where strong magnetic field has emerged from below the solar surface. The strong magnetic field suppresses the release of heat into the photosphere making sunspots cooler than their surroundings. Because they are much cooler than the surrounding photosphere sunspots appear darker even though they are still many 1000s of degrees Celsius.
Sometimes magnetic field in the solar atmosphere holds up solar plasma from the chromosphere into the solar corona. The filaments are held up in a kind-of magnetic hammock. The relatively cool filament material appears dark when observed against the bright solar disk. Filaments can stretch far across the Sun measuring 100s of thousands of kilometers. The equivalent of 10 or more Earths lined up in a row.
Prominences are really just the same thing as filaments only viewed from a different perspective. Filament are seen on the solar disk however filament are very high up in the solar atmosphere, way above the surface. So when a filament is on the edge of the Sun the filament sticks out with space instead of the solar surface behind it. This makes the filament very bright compared to the dark (cold) background of space. We call a filament viewed this way a prominence. They can be simple looped shaped object or very irregular with a complicated structure.
Coronal Holes are areas on the Sun that appear dark when observed in Extreme Ultraviolet and x-ray light. They are regions where the magnetic field on the solar surface opens up into space making it easier for coronal material to escape. Because these areas have less corona, they have less material to emit light and so appear dark compared to the rest of the corona. Coronal holes are believed to be the origin of the high-speed solar wind. They occur mostly near the north and south poles but they can occur at other places on the solar disk.