In key though, the overall differences:FFXIV 3.0 Paladin is a master of damage mitigation. They are the class that just straight up regularly takes the least damage in the game
Difference in tanking between Paladin and Marauder - FFXIV A Realm Reborn
Essentially, gladiator has a lot more mitigation compared to marauders, who rely on a bigger hp pool. Marauders however have much better area enmity generation attacks. You can mouseover the skills on your class ability page to see which skills you need. There should be a list for effects on the bottom of the mouseover saying increased enmity. Those are your abilities that increase enmity. And marauders use Overpower, a cone area-of-effect attack that generates enemity instead of Flash. You can use flash also as a marauder, but it's not your go-to skill for area enmity because of your mp.
If you're not sure which attacks create enmity, read the tooltips of your skills. This is incredibly important for basically every class, and the skills for Marauder that generate aggro specifically list it.
In key though, the overall differences:
FFXIV 3.0 Paladin is a master of damage mitigation. They are the class that just straight up regularly takes the least damage in the game. Their combo abilities and rotation are very straightforward and simple overall, but their power comes in the large number of cooldowns they can weave for a variety of interruptions, their damage mitigation, and more. They also have access to a limited number of tools which allow them to put their MP to use to generate aggro (Flash), heal allies (Clemency), or even give themselves extra HP briefly to tank large hits (Stoneskin). They're the only one of the three tanks to have both a Stun and Silence for cancelling attacks (Unless Dark Knight has one I don't know about), and have abilities that let them cover and protect allies more directly than just by diverting aggro in their direction. Also, their 'lifesaver' ability, Hallowed Ground, is easily the most powerful of the three tanks - simply flat out negating all incoming damage for 10 seconds. All these defensive advantages come at a price though; Paladin damage output is less than that of the other tanks (Especially with their Final Fantasy XIV AoE tool being non-damaging). In endgame content, they're generally preferred as a main tank.
Warrior is the opposite tanking style of FFXIV 3.0 Paladin. They don't tank by reducing damage - instead, by having vastly more HP than any other class and amplifying incoming healing to match. They have a somewhat more complicated rotation than Paladin, which includes building up a unique resource that can be expended when full on various special attacks. Where Warrior really shines though is not just in its HP pool, but its capacity to deal damage while tanking. It boasts some damage-buffing cooldowns genuine DPS classes are jealous of, boosts the damage of other tanks and ninjas while around, and when off-tanking can deal damage that's very close to genuine DPS. Its ability to do stupid amounts of damage also makes it a king of 'snap threat', the ability to grab a new target and put itself on top of the aggro tables immediately. To boot, it has a number of attacks and skills that allow it to restore its own HP, either based on damage dealt or just casually, giving it ways to save itself in a pinch. The counterpoint to Warrior is that it has just straight up fewer buttons for reducing damage on-call (especially magically), and in endgame are usually preferred to off-tank as a result.