Priming can occur in a lot of forms. One way is to get your mind in a state that can affect behavior and it can be super subtle. For example, some researchers could prime a group of kids by having them compliment each other before doing some task. Then compare their performance to a group that dissed each other before doing the task.
I've also seen negative priming where some person is told to ignore a certain stimuli, like to ignore red dots but focus on the blue ones. Then in the next task, they have to identify the red dots, which is way harder because they were just blocking them out.
Proactive and retroactive interference is a bit different. I always remember that "retro" means older or in the past. Proactive interference is when old stuff that you know makes it harder to learn new stuff. Maybe you learned something about glycolysis in the past but then when you try to adjust your understanding of the pathway or learn a new detail, the older info makes it harder to learn the new material. Sometimes if I learned something wrong, I find it harder to relearn it and get rid of the incorrect thinking that I had before.
Retroactive interference is when learning new stuff makes you forget old stuff. Like learning more physics equations makes you forget all the previous equations that you knew.