(Note: I am learning like everyone else. Some people do have different definitions for certain words, and I realize that. I defined these terms to the best of my ability. However, if something it totally wrong to you, feel free to tell me)

Gender Identity-

How you define your gender. You, and only you decide your gender identity. This could be man, woman, genderqueer, etc 

Biological Sex-

This is your ‘natural’ anatomy ex. female, male, intersex

Sexual Orientation-

This depends on who you are sexually attracted. 

Romantic Orientation-

Often confused with sexual orientation, romantic orientation is who you are able to have romantic feelings for. 

Sexuality-

Your sexuality is made up of you. Your body, what turns you on, what turns you off, your pleasures, your fetishes, your sexual feelings and so on.