Here's an example with thmtools to let you start.
\documentclass{article}
\usepackage{lipsum} % for dummy text
\usepackage{amsthm,thmtools}
\declaretheoremstyle[%
spaceabove = \topsep,
spacebelow = \topsep,
bodyfont = \itshape,
headpunct = ,
postheadspace = 1em]%
{definition}
\declaretheoremstyle[%
spaceabove = \topsep,
spacebelow = \topsep,
headpunct = ,
postheadspace = \newline,
postheadhook = {\hspace*{\parindent}}]%
{example}
\declaretheoremstyle[%
spaceabove = \topsep,
spacebelow = \topsep,
headpunct = ,
postheadspace = \newline,
postheadhook = {\hspace*{\parindent}}]%
{solution}
\declaretheorem[style=definition,name=Definition]{defn}
\declaretheorem[style=example,numberlike=defn,name=Example]{ex}
\declaretheorem[style=solution,numbered=no,name=Solution]{sol}
\begin{document}
\begin{defn}
\lipsum*[2]
\end{defn}
\begin{ex}
\lipsum*[2]
\end{ex}
\begin{sol}
\lipsum*[2]
\end{sol}
\end{document}
Output:

and an example without theorems...
\documentclass{article}
\usepackage{lipsum} % for dummy text
\newcounter{defn}
\newcommand{\Def}{\refstepcounter{defn}\vspace*{\topsep}\noindent\textbf{Definition \thedefn}\hspace*{1em}}
\newcommand{\Ex}{\refstepcounter{defn}\vspace*{\topsep}\noindent\textbf{Example \thedefn}\par}
\newcommand{\Sol}{\vspace*{\topsep}\noindent\textbf{Solution}\par}
\begin{document}
\Def{\itshape\lipsum*[2]}
\Ex\lipsum*[2]
\Sol\lipsum*[2]
\end{document}
Output:
amsthmandntheorempackages. – GuM Feb 05 '17 at 00:45amsthmpackage. – GuM Feb 05 '17 at 00:49thmtoolspackage, which cooperates withamsthmas well asntheorem. – Bernard Feb 05 '17 at 00:54amsthmnecessary. see Non italic text in theorems, definitions, examples and theamsthmdocumentation (texdoc amsthm) for details. – barbara beeton Feb 05 '17 at 02:30