Arduino Pro Mini is minimal design approach to Arduino. This is a 3.3V and 5V Arduino running the 8MHz bootloader. Arduino Pro Mini does not come with connectors populated so that you can solder in any connector or wire with any orientation you need. We recommend first time Arduino users start with the Uno R3. It’s a great board that will get you up and running quickly. The Arduino Pro series is meant for users that understand the limitations of system voltage (3.3V) and (5V), lack of connectors, and USB off board.
The Arduino Mega 2560 is a microcontroller board based on the ATmega2560. It has 54 digital input/output pins (of which 15 can be used as PWM outputs), 16 analog inputs, 4 UARTs (hardware serial ports), a 16 MHz crystal oscillator, a USB connection, a power jack, an ICSP header, and a reset button. It contains everything needed to support the microcontroller; simply connect it to a computer with a USB cable or power it with a AC-to-DC adapter or battery to get started. The Mega 2560 board is compatible with most shields designed for the Uno and the former boards Duemilanove or Diecimila.
Arduino Uno is a microcontroller board based on the ATmega328P. It has 14 digital input/output pins (of which 6 can be used as PWM outputs), 6 analog inputs, a 16 MHz ceramic resonator (CSTCE16M0V53-R0), a USB connection, a power jack, an ICSP header and a reset button. It contains everything needed to support the microcontroller; simply connect it to a computer with a USB cable or power it with a AC-to-DC adapter or battery to get started.. You can tinker with your Uno without worrying too much about doing something wrong, worst case scenario you can replace the chip for a few dollars and start over again.
Module is used where short distance wireless communication is needed. The module is used for wireless communications of less than 100 meters. The module is preferred where power consumption is issue. HM-10 MODULE is designed by BLE chip so it consumes very less power to function. So the module can be used on mobile systems. The module uses UART communication and so it can be interfaced with almost all controllers or processors.