Yeah is the word you want when you want to say ‘yes’ informally.
“Should we order pizza?” “Yeah, let’s do that.”
Yea is an old-fashioned word that was used to mean ‘yes’ in a vote. People would say ‘yea’ for yes and ‘nay’ for no.
Yay is the exclamation that shows you are happy and excited.
“I got an A on the exam!” “Yay! Good for you!”