The first is surely
My first is really easy - trust me, it's not hard.
Fail here and you will kick yourself.
Simple = not hard. If you fail to solve something simple you will be annoyed.
In rhymes it's found with Simon seeking lard;
Simple Simon met a pieman...
In maths it doesn't meet itself.
Simple closed curve.
The second is probably
My second is found right here on this site:
Lots of lists. List of puzzles, Hot Network Questions, list of users, etc., etc., etc.
Read on with prudence
and drop the penny
This seems like it ought to point to (P)ERUSE or (P)ORE or something, and so far as I know nothing of the kind works ... But see below.
Some say I'm one, I say I'm many.
A list is one thing made up of many things.
So, what about those not-really-fitting lines 2 and 3? Well, the link provided by an anonymous user in comments shows that essentially the same clues have been given for the same answer in another puzzle a couple of years ago, and then those two lines were just filler. I have to say I find this a bit unsatisfactory -- it wasn't fair then, and it isn't fair now -- but never mind :-).
I agree with Mithrandir: the third is clearly
Putting them together yields