Big, tall, large

Tall relates to height, though it can relate to difficulty.

Height: "At seven foot, 2 inches, he is a very tall man."

Difficulty: "Asking me to do a week's worth of math in one night was a tall order, but I managed to complete the task."

Big and large pertains to size in general, and when applied to persons, they would refer to weight or overall build (muscular, big-boned).  Large may have a slightly more formal or more polite connotation to it.

"The big guy weighs around 350 pounds."

"With 6 bedrooms and 3-1/2 bathrooms, it was a large house."