Yes, I agree, Ellen, to use the "ENTER" key twice in order to skip a line between paragraphs is easiest and best, although you could do the same thing with the break code twice (<br /><br />).
The asterisk and number symbol, when used as the first character on a line, will indent and bullet or sequential number at the start, and will also continue the indent if the item is long enough to wrap to a new line. The colon, though, just gives you the indent, without bullets or numbers.
All three of these start on the next line, without skipping a line in between. The only way to force a new line without skipping a line and without indenting, is to use one <br />.