Your biological sex means the gender assigned at birth. Gender identity is about how you feel inside.
Some people feel that the sex assigned to them at birth is different to the gender they identify with. When biological sex and gender identity don’t match up, a person sometimes identifies as transgender.
Sexual orientation means who you're attracted to. There are many sexual orientations, including gay, lesbian, straight, bisexual, and asexual. Gender expression is how people show the world their gender, in how they dress or behave.