What is the difference between various Micro lenses?

Nikon has micro lenses at 40mm, 60mm, 85mm (mine) and 105mm among others

since they all specialize in up close subjects what would the difference be between micro lenses at varying distances?

in other words, when would you choose one over the other?

The difference is in the working distance from your subject. A longer focal length allows a greater working distance which is especially useful when taking macro pictures of bees.

Quite a few years ago I started with a 50mm macro lens but after less than a month I sold it and bought a 100mm macro lens. Your 85mm should be fine for whatever you wish to photograph.

Focal length controls camera-to-subject distance. Camera-to-subject distance controls perspective.
For portrait work a 105mm is deemed best if you have a full frame (Fx). If you have a compact digital (Dx) otherwise known as APS-C, best is 60mm. This all falls under the subject of perspective. Why not do a little research on photographic perspective? You will be glad you did as this often marks the difference between a beginner and a professional