Some submissions have undergone a curation process at GEO, giving them a GDS accession. NCBI has not been curating data for several years, so the GDS accessions are historical and now represent a pretty small proportion of the GEO information. A GDS and GSE represent pretty much the same type of data, a collection of samples. A GSM is a single sample in GEO. Therefore, GDS and GSE contain one or more GSMs.