I remember this from school. Don't mind the experts telling you other things, you don't need to know that. You need to oxidize a primary alcohol.
Start with this structure, not with the one you suggested:
$$\ce{R-CH2-OH}$$
Look at the carbon atom, that's the one you oxidize! Right now, it has an oxidation number of $-1$ ($+0$ (doesn't matter) from $\ce{R}$, $2x-1$ from the $\ce{H}$ and $x+1$ from $\ce{O}$). Oxidation means increasing that number. So you need to substitute one hydrogen. Let's check your options:
Aldehyde:
$$\ce{R-CH=O}$$
Perfect. You've got $+1$ now.
Alkene: Doesn't make any sense here.
Ester:
$$\ce{R-C(=O)-O-R'}$$
Although this is an oxidation, it usually needs a second molecule (which could be the same species) of alcohol.
Ketone:
$$\ce{R-CO-R'}$$
That's an oxidation. Well, let's come back to the fact that you're in school. It's in the question really. You need to oxidize your primary alcohol. Just remember that a ketone is the product of the oxidation of a secondary alcohol, which I hope you can see makes more sense:
$$\ce{R-COH-R'}$$
Btw, don't count on my oxidation numbers. The concept is somewhat useless in actual chemistry, it's been a while since I did that.