In Heidegger’s famous phrase, we exist as a "thrown project": thrown out of a past we cannot get behind, we project ourselves into a future we can never get beyond. "Existence" (from the Latin Ek-sistere, out-standing) is this standing-out into time, a temporal suspension between natality and mortality.Heidegger divides this temporal suspension into its three "existential structures" (or "existentials" for short): affectivity, telling and understanding.
These existentials are three in number because they characterize phenomenologically the way in which the past, present, and future allow things to show themselves to us. Thus the past filters the way things matter to us through our moods (which are public, shared, and transmissible); as Wittgenstein said in the Tractatus: "The world of the happy is quite another than the world of the unhappy."
In the present, things are made manifest through our use of language to articulate the meaning of our situation (and in Division II, Heidegger’s critique of "the one" [Das Man] emphasizes that here there is a constant temptation to "falling," that is, to covering-over these ontological structures by interpreting them in the publicly available terms of everyday ontic life).
Finally, the horizon of the future shapes the way things show up for us in that the projects that define us extend into the indefinite future, thus running ultimately up against death, the final horizon which our projects can neither occupy nor secure. Deflected by this impenetrable horizon, our projects come back to us subtly in an "uncanny" feeling of not being at home in the things with which we are most familiar.