As for what is type theory vs. set theory vs. category theory, I'd put it this way: type theory is a flavor of proof theory built on computational justification of inference rules and patterns of reasoning. But that's maybe a bit boring sounding, so another way to think of it is, type theory is a framework for thinking about what makes sense in a strongly typed programming language. Most PLs with types just throw types in as an afterthought, whereas a type theoretic perspective says, start with the types, use the types to express what you want the programming language to do, and the lambda calculus that you get from this is your programming language.
What sets it apart from set theory is that type theory is much more about inference and justification. Set theory is more a theory about sets, where you presuppose these things exist and have properties (membership, etc.) that you want to capture and reason about. Type theory, on the other hand, is a way of thinking about how to invent new sorts of things, and a tool for reasoning in and of itself. You reason about sets using some logic, type theory is a logic.
Something similar is true about category theory as well, only for a different sort of thing (whereas sets are defined by membership, etc. categories are defined by objects and maps, etc.)
A good analogy, I would argue, is this:
type theory : set theory/CT :: mathematics : physics