The A light comes on when you have Caps Lock enabled which permanently makes you write in capital letters.
The 1 key is your Number Lock function which is usually the top left key on the numeric keypad. This funtion allows you to use the numeric keypad and the light should be on for this.
The F one is the Function key which enables switching between using the F1 - F12 keys as function keys and shortcut keys like Help, Undo, Redo New etc. When the light is on the keys will be used as shortcut keys to Help etc