从意思上：
dreadful和afraid用来描述事物,a dreadful story,He is afraid of his own shadow.
scared可以用来描述人的心里恐惧.侧重不同.
从用法上：
dreadful直接修饰名词做定语；
afraid加of,that从句,或afraid sb do sth.
scared主要用sb be scared to do,指某人害怕做某事.