You are correct in pointing out that $R$ is an equivalence relation.
Consider the set $S=\{n| n=a-b\quad \forall a,b \in \mathbb{Z} \}$.
$S$ is clearly the same as $\mathbb{Z}$ since the difference of any two integers is an integer, and any integer can be written as the difference of two integers.
When you think of the equivalence classes of $R$, $aRb$ means $a$ and $b$ belong to the same equivalence class of $R$. Thus, each class will contain all the integers such that the difference of any two of them is divisible by $3$.
Now to answer the question at hand, what are the possible remainders when you divide an integer by $3$? Either $0,1$ or $2$. Certainly $0,1,2$ each belong to different equivalence classes since none of $(1-0), (2-1), (2-0)$ are divisible by $3$.
From the claim in bold above, it follows that you have $3$ equivalence classes:
- $\{...-6,-3,0,3,6...\}$
- .
- .
Hopefully you'll have no trouble filling in the last two.