Since you were departing from the EU, provided all three flights were on a single booking, EC261 gives you the right to:
- Assistance: rebooking on the first available flight, paying for hotels and transfers to/from hotels for any night you were stranded, paying for meals and refreshments… This always applies, but there are conditions.
- Compensation: this applies unless there were extraordinary circumstances. So for instance if the aircraft had a fault or a crew member was sick, you are owed compensation. If there was a huge storm that affected all/most flights in the area, you are not. The classification of what counts as extraordinary circumstances is complex and still evolving (and is the subject of many conflicts with airlines).
You can find more details on the official EU site in this topic: https://europa.eu/youreurope/citizens/travel/passenger-rights/air/index_en.htm
Note that it is also an obligation for the carrier to inform you about your rights.
There’s also a right to a refund and/or return to the origin if you had wanted to cancel your plans, but this doesn’t look like it’s relevant here.