1. " Come " specifies neither time nor manner whereas "Arrive" specifies specific time or circumstances.
Ex -
A. You have to come to lunch.
B. The President arrived at Delhi this morning from USA.

2. " Come " is used for persons or things or ideas whereas "Arrive" is mostly used for persons only or something personified.
Ex -
A. Many letters have come for us
B. The sun arrived with its full brightness.

3. Generally, arrive is used for physical destination, whereas Come is used for both physical and abstract destination.
Ex -
A. Actors arrived Paris after a long time.
B. An idea came to my mind.