From the text it seems that they wish you to describe the 3 surfaces, each having one variable as a constant.
Regarding your question, you are close but not quite correct.
If $\rho=constant$ then you get a cylinder. You don't get a circle since your circle can be in different heights according to the $z$ axis.
if $\theta=constant$ then you get half a plane excluding the z axis.
if $z=constant$ then you get a plane parallel to $(x,y,0)$.
Elaboration on $\theta$:
keep in mind that there is no top, no bottom and it goes on forever since:
$\matrix{{z\in(-\infty,\infty)}\\{\rho\in(0,\infty)}&{}&}$
Spherical Coordinates:
now, I'm going to answer in $(\rho,\theta,\phi)$ meaning $\phi$ is the opening from the $z$ axis and $\theta$ is in plane $xy$.
if $\rho=constant$ then you get a sphere.
if $\theta=constant$ you will once again get a plane, the same as last time. Imagine that you have a constant angle at which you can look up and down since $\phi\in(-\frac{\pi}{2},\frac{\pi}{2})$ and there is no limit to your range since $\rho>0$.
if $\phi=constant$ you get a circle that's increasing in it's radius as you climb up the z axis. Try to imagine it, you have an increasing radius and a circle in every radius. You get a cone.
Elaboration on $\phi$:
