experience 经验 经历 体验

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经验(Jīngyàn) is a word you study at the very beginning of Chinese learning. It is a very common word, but whenever you want to say "he is experiencing ... " with 经验(Jīngyàn) your Chinese teacher will always shake his head and say "Oh you'd better use other words."  How come? Why 经验(Jīngyàn) is not the "experience" I can use?

First, we need to make it clear: what do you really want to say?.  Look it up, "experience" in English contains several meanings, they are, according to Wiktionary:

as Noun:

  1. Event(s) of which one is cognizant.
    It was an experience he would not soon forget.
  2. Activity which one has performed.
  3. Collection of events and/or activities from which an individual or group may gather knowledge, opinions, and skills.
  4. The knowledge thus gathered.
as Verb
(transitive): To observe certain events; undergo a certain feeling or process; or perform certain actions that may alter one or contribute to one's knowledge, opinions, or skills.
"Unfortunately", in Chinese they mean different words. 
Usually, when you want to express the actually things you experienced “经历(Jīnglì)” should be the word to use.  For example:
他经历过很多次失败。(verb)
经历过几次痛苦的分手之后，她开始变得不太愿意主动和男生联系了。(verb)
回想那次面试失败的经历，我觉得自己当初太自信，不够谦虚。(noun)
The feeling or emotion you are experiencing is normally expressed with 体验(Tǐyàn).
苹果公司(Apple Inc.)的展示厅让顾客第一时间体验他们的产品。(verb)
旅游公司安排游客住在当地人家里，让他们亲身体验当地的风土人情。(verb)
When you want to say the knowledge or skill you learn from experience, 经验(Jīngyàn) is correct.
开了三个月的公司倒闭了，我打算把这失败的经验写成一本书。(noun)
我们的工程师在这方面经验非常丰富。(noun)
Imaging you are an actor, not everything you are acting is coming from your own 经历, you have to learn most of 经验 from other people, and you are 体验 different lives on stage.