Yes there is

Let me use an example of each.

First Party, Naughty Dog and Uncharted.  Sony owns both Uncharted and Naughty Dog.

Second Party.  Quantic Dreams and Beyond: Two Souls.  Sony Owns Beyond but they do not own Quantic Dreams. They just made a deal with them to make Beyond.

Third Party.  Rock Star and Red Dead Redemption.  It is owned by Rockstar and not MSFT, Nintendo, or Sony

I just explained them in my previous post.  Just read it if you want to know what they are, and yes second party does exist

thanks, i thought that second party games are games developed by a company that for example, sony owns a part of a company, like 30% of their stock, and that company made a game for sony. 

number of 1st party studios is not as relevant as the number of core games.
You can have 50 studios,45of them making casual crap =no good.
You can have 10,9 of them making core games=better

I think both will do a great job in the beginning of next gen to attract the core gamer as he is the one who is willing to pay 300 dollar and more(nintendo is right now realising this).MSony know they can't come around with a recycled 2d jump and run and some mini games.
I only hope that kinect2/move2 won't succeed.The success of kinect was the reason for low core game support.

well, damn, I was wrong

That is good and all but where are their games? I've never heard of those studios outside a few. Many Sony studios, if not all have been split into more teams working on multiple games.

Yeah, I took a little time before coming in here again to read up on Wikipedia... I was wrong :P

you havent played sony first party to judge

Well, if you take a closer look you can see that they haven't released any games yet. I'm betting quite a few will develop Kinect titles, but the Gods knows MS could use some 1st party support...