Like Woonghee said, it depends on the situation, but from what I've found, they can be used specifically SOMETIMES. 진짜 seems to be more exclamatory. Like "You're so pretty!" "진짜?!" For 정말, I often hear before words like sorry or thank you, if the person is really really grateful or sorry. And 그래 is maybe more for acknowledging a statement. For example, "오늘은 학교에 갔어요." "아 그래?" This is just what I've gathered, and they can all obviously be used in different ways, so even what I said could be wrong, but at least it's something to start with! Otherwise you could always get whoever your speaking to to tell you which word is better ;)

That' s too difficult to Korean too. Because there are so many meanings and depend on situation. Then, you would refer Korean dictionary. 진짜: http://krdic.naver.com/search.nhn?dicQuery=%EC%A7%84%EC%A7%9C&query=%EC%A7%84%EC%A7%9C&target=krdic&ie=utf8&query_utf=&isOnlyViewEE=&x=0&y=0 정말: http://krdic.naver.com/search.nhn?query=%EC%A0%95%EB%A7%90 그래: http://krdic.naver.com/search.nhn?query=%EA%B7%B8%EB%9E%98 I am sorry for rude way. Good luck.