Tristearin and stearic acid are insoluble in water. However, sodium stearate (soap) is soluble. Why is there this difference in solubility?

Sodium stearate, is the soap, it a ionic compound, hence, can easily break to cation and anion, and therefore is soluble in water. It works on the principle of micelle formation.

Tristearin and stearic acid are fatty acids, and have are carboxyl group and have a very huge hydrocarbon chain, making it non polar in nature, hence is is insoluble in water, since, water is a polar molecule.