There, there. Don’t be embarrassed! If you still don’t get the difference between these three words, take heart! It’s not hard, just say them out loud: Their – They’re – There. See? Easy, huh? Here’s a quickie review:
Their – this is possessive, meaning it refers to someone’s property or something belonging to them: It was their choice to leave the concert early.
They’re – this is a contraction of two words: They are. So, if you are going to use this in your sentence, you’re better off saying it out loud: They are: They’re really getting on my nerves!
There – can be used multiple ways: There! I did it. More examples when you click on the word.
For worksheets you can print and keep near your keyboard, here’s a site I found: http://www.englishforeveryone.org