All three apps use strong end-to-end encryption, so the real differences are in metadata handling and what identifying information the app requires to sign up at all.
Signal: the trusted default, but requires a phone number
A Signal Sustainer Membership supports the nonprofit behind what's widely regarded as the reference implementation of modern end-to-end encryption — the Signal Protocol is used by several other apps on this list too. Its main limitation for privacy purists is that account creation still requires a phone number, which is a piece of identifying information the other two options avoid.
Session: no phone number, no account at all
Session Premium Features is built around a genuinely different model — no phone number or email required, messages routed through a decentralized onion-style network rather than relying on centralized servers the way Signal does. This is the strongest option specifically for users who don't want to tie their identity to a phone number at all.
Threema: paid, anonymous, and metadata-minimal
Threema Subscription/License is a paid app by design (rather than free with donations like Signal), generates a random ID instead of requiring a phone number, and is built specifically to minimize metadata collection on its servers — a Swiss-based provider with correspondingly strict local privacy law backing it.
Network effects matter for messaging specifically
Unlike a VPN or password manager, a messaging app is only useful if the people you talk to are also on it — Signal's larger user base is a genuine practical advantage over Session or Threema's smaller networks, even if the alternatives have technical privacy advantages on paper.
Group chat features vary in maturity
Group messaging functionality — file sharing limits, group size caps, and admin controls — is more mature on Signal than on Session or Threema simply due to Signal's larger engineering resources and user base. If group coordination is your primary use case rather than one-on-one messaging, that maturity gap is worth weighing against the other privacy tradeoffs discussed above.
Desktop app availability differs slightly — all three offer some form of desktop client, but Signal's desktop app is the most feature-complete of the three relative to its mobile version, worth checking directly if most of your messaging happens from a computer rather than a phone.
Disappearing messages (auto-deleting after a set time) are supported by all three, with slightly different minimum and maximum timer options — worth setting a default disappearing-message timer across your most sensitive conversations rather than relying on manually deleting messages after the fact.
Multi-device support (using the same account simultaneously on a phone, tablet, and computer) is handled differently across all three in terms of setup complexity — worth checking the current multi-device linking process directly if you regularly switch between several devices throughout the day.
All three are actively maintained with regular security updates, worth confirming you're running the latest version of any messaging app given how frequently security patches are released.
The bottom line
Best balance of trust and network size: Signal. Want zero phone number requirement: Session. Want a paid, metadata-minimal option with Swiss privacy backing: Threema. All three are in Anonymous-Privacy-focused Services.