I'm always confused reading literatures by the notions: electroweak scale, GUT scale and Planck scale. Where do they come from and what do they exactly mean?

In this context they mean 'energy'. So the electroweak scale for example is the energy at which electroweak symmetry is broken; the Planck scale is the energy at which gravity becomes a strong force etc.

The word "scale" is used to make clear that an exact value for the energy is not meant. You might say that "the population of the Earth is at the GeV scale", even though 6 GeV is closer. "Electroweak scale" means energies at which the weak interaction is "of the order" (which usually means within about 10%) of the electromagnetic interaction.,