I have 3 sites, and put adsense on all of them. I see my clicks but I'm not sure which sites those clicks are from. How can I keep track of which sites the clicks are from. Or is there a feature? Thanks.
Yup, Create channels. In your Adsense Panel, Adsense Setup > Channels and create channels per websites. You can choose these channels while creating a new ad code.
Best way unless you want to do tracking of individual ads is to just use url channels, simply add a new url channel like "mysite.com" and you don't need to modify any code in the ads. If you want to track individual ads you will have to use custom channels and use the modified code on your websites.