Freehand
Pencil, path, brush

The Pencil and the Brush stay selected after each stroke: you draw one mark after another. The Pen, once a path is finished, goes back to the Selection tool with the path selected.

A pencil stroke, a pen path and a brush stroke
4.4.1

Pencil

The freehand stroke, also for uniting or cutting away.
4.4.2

Path (Pen)

Curves and arcs point by point, as with the Illustrator Pen tool.
4.4.3

Brush

The Pencil gesture with a shape inside that bends along the stroke.