Some algebra and geometry teachers can be real sticklers when it comes to these three models. There are slight differences between the three and I'm going to help you separate them.
A Line Segment has two define endpoints, which is how it is labeled, and has no arrows as follows:
Line segment AB:
A Line is like a line segment, in which it is identified by two points. The line however continues on in both directions, so the ends are marked with arrows:
Line AB and Line GH:
A Ray is a nice healthy mix of the two. One end ends in a point, while the other has an arrow. A Ray also is identified by two points:
Any Questions? Please, comment. I am more than willing to help you with anything you need. :)