Three Caves are the locations seen in Freddi Fish and the Case of the Missing Kelp Seeds.
The three caves appear in all versions of the game, but it is only necessary to go here in the Three Caves storyline.
In all versions, Eddie the Eel blocks Freddi and Luther off from the Three Caves and tells them to scram if they don't want him to eat them. After Freddi and Luther give Eddie Grandma Grouper's Peanut Butter and Jellyfish Sandwich, he decides to let them pass and leaves as his hunger is now satisified.
In the Three Caves storyline, the caves will all be dark, requiring Freddi and Luther to use Herman's former glowing shell in order to be able to see inside the caves. Which cave the bottle is in varies in this storyline.