Please note that the above examples of possible gender identities are just examples, and are not meant to be all-inclusive.
Gender identity is your sense of who you are as a person - whether you are a man, a woman, a mix of the two, neither, or something separate from that binary entirely. For most people, this is relatively fixed; for some, it is somewhat fluid. There is considerable evidence suggesting that this sense of identity is rooted in the brain, and develops during gestation. The words "male" and "female" are frequently used to describe individuals' genders, though they are also frequently used to refer to biological sex.
Please note that the above examples of possible gender expressions are just examples, and are not meant to be all-inclusive.
Gender expression is about how you present yourself. It includes things like clothing, mannerisms, speech, and other gendered patterns of behavior. It is more or less the performative aspect of gender - how you "do" gender. It is not tied to gender identity: a male-identified person might very well prefer feminine gender expression.
Please note that the above examples of possible orientations are just examples, and are not meant to be all-inclusive.
Orientation has two main components: romantic or emotional orientation, and sexual orientation - each describing the type of person (or, in the case of sexual orientation, the type of parts) you are attracted to. These two characteristics are not always in alignment: for example, as above, it is possible for an asexual person to be heteroromantic, homoromantic, biromantic; or a person could be bisexual but heteroromantic, or panromantic but homosexual, etc. etc.