A task is an activity that is part of your planning of a project. These are the activities that you know are required to achieve the project.
A request is an activity that was not part of what you expect to complete. These are requested over an above what you originally planned. Often when a project takes longer than planned, it is these additional activities that were requested by some of the shareholders that cause the extra work and time. In Easy Projects you can track these as separately so that you can report how many and what impact they may have had on the project. They are still activities of a particular project.
An issue is a problem that arose during the project. As an example you thought a task was completed, but you find out it was not completed satisfactorily. Thus you have an issue is created and you can now track what type of issues you have had [so you can determine if you are having many similar type of issues and steps might be required to prevent future such issues] and how much time and effort was spent on them and their impact on the project.