In it's most basic form, a playlist is simply a text file containing a list of files or urls to play. Of course there are different playlist formats like .m3u that also add things like metadata fields to make reading the file info easier for the player, but I think most programs like mplayer can read plain text lists.
First of all, you have files with shell "restricted" characters in them. When using pathnames from the shell, there are certain characters that the shell (bash usually) sees as special, These include spaces, parentheses and brackets, quote marks, question marks and exclamation points, asterisks, the tilde and more. Filenames with these characters can be used, but they are more difficult to process; you have to escape them first. This can be done two ways. You can use a backslash in front of each one (like your examples show), or you can quote the entire string. When you use tab-completion to ls your files, bash automatically inserts the backslash escapes.
But in playlists you usually don't need the escapes. Since the paths are being processed directly by the program and not the shell, they can be read literally. So in this case try removing all the backslash escapes (\), and see if that helps. My tests with mplayer show that it can't handle escapes or quotes in playlists.
In any case, it's usually recommended to (at the very least) not use spaces in your filenames, since they cause the most headaches. The fewer restricted characters you use, the less hassles you'll have. Most Linux users will replace spaces in filenames with underscores or hyphens instead.
By the way, one convenient thing you can do for playlist lines is to use relative pathnames. In other words, use ./ for the current directory, and ../ for the directory above it, just as you would in the shell. So if my playlist is in /home/david/music, and my files are in /home/david/music/artistname, I can use
This is nice because the playlist will still work if you move the entire tree to another location, as long as the relative locations of the playlist and files remain the same.