I'm no expert on all this but this is what I think:
OID (Oracle Internet Directory) - This is a database directory service similar to the Active Directory of Windows, and like Active Directory it is LDAP 3 compliant. These are used to store hierarchical information such as users, roles, preferences etc. You only need this if you plan on using enterprise security and single sign on etc. If all you want is regular database users and roles don't bother.
SSO (Single Sign On) - A service that allows a user to login in one location. All subsequent applications check the SSO server for user authentication meaning the user is freed from logging in to individual applications. Applications must be built to support this.
LDAP (Lightweight Directory Access Protocol) - A standard interface for a directory service. OID and Active Directory both conform to this.