Resistor are approx 995/1000ohm. Not sure if my resistance is too high or if I have wired this incorrectly. I am using the analogue pins as digital pins for this project.
have a look at our Arduino Blink LED tutorial. I’m sure it will help you check your circuit and code. Once you’ve got one LED going you can apply the same design to get all three of yours working. Then I’d recommend The Arduino Workshop for Beginners. Chapter 2.4 is called Using Digital Pins and has both an LED and a pushbutton.
Regarding your circuit: I see pins A0, A1 and A2 are wired to your LEDs, then there’s a resistor for each (1000ohm is fine) but then there’s no connection to ground on the other end of the three resistors. Maybe that’s just missing from the diagram?
Also, remember LEDs are polarised (see Sparkfun’s Polarity article). The long leg should be connected to the Arduino. The short leg to the resistor (in your circuit).
Keep at it!