Simply put, your identity is everything about you. Therefore, this comprises your sexuality, gender and gender expression. So what’s the difference between them?
Your sexuality involves what kind of people you are attracted to, sexually or just romantically (if you are only ever romantically attracted to someone, then you are asexual, which is a sexuality in itself). It also involves what stuff turns you on. Are you more into traditional stuff, or do you prefer to be more adventurous in that department. This is all personal, and as long as you are not harming yourself or the other person(s) then no one can tell you it’s wrong.
This basically means what you identify as. Do you identify as male, female, non-binary, agender (no gender), bi-gender (2 genders), demi or whatever? All are legit. Once again this is private, and honestly, no one has to know your gender unless you tell them. Of course, it can be uncomfortable for people to just take a look at you and label you a gender or the other, but really, it’s up to you whether or not to tell them. Think about your safety first.
This is basically how you project yourself to the world. For example, you may identify as male, but express yourself in more traditional feminine ways (such as being very sensitive and calming). You could also project yourself in the traditional way, for example, you identify as female and project your gender in traditionally feminine ways.
Other forms of gender expression can involve clothing – so wearing clothes which make you feel like you.
For trans* and non-binary people who experience dysphoria, our gender expression can help us keep that dysphoria at bay. Because even if we are misgendered, at least with our clothing we are trying to tell the world what kind of people we are. Do we like cute things, or are we more hardcore, do we wear bright colours, or are we more nondescript. Even if you do not experience dysphoria, clothing and body language are the perfect ways to subtly express to people who you are…and if they are attentive, they will pick it up.
So with all of these things (and other stuff, like likes and dislikes etc) comprise your identity. For this reason, no one should look at one aspect of you (say your sexuality) and judge you – because it is not all that there is to you. So if someone actually does judge you because of one aspect of who you are, then they are not worth it. People should get to know your full identity first before they can make a judgement of how nice you are as a person.