Agda is primarily a theorem prover, Idris doesn't try to compete with that. They're rather similar in a lot of ways, but Idris targets more general purpose programming. F* is more similar in its goals, but it kind of has its own paradigm. I think a lot of the focus behind F* was based on crypto applications, so it's a bit less general purpose. It also approaches I/O without monads (to my understanding, it just uses Tot, ML, etc. to mark effects for types). The syntax is more ML-like (not super important), but in terms of the type system it's very strange compared to Idris (it focuses on refinement types versus using things like GADTs to construct a lot of the primitives -- the F* way of creating nat is to assert that an integer is >= 0 instead of defining the natural number as Zero | Succ Nat).
From using Agda it is fairly similar since both do theorem proving by programming in a unified language vs Coq which has separate languages for programming and proving. Where Idris excels is a standard library focused on systems programming, things like good console input/output support that Agda doesn't focus on.
[1] http://wiki.portal.chalmers.se/agda
[2] https://fstar-lang.org/