I think that personas, empathy maps and customer journeys are pieces of UX assets that provide related information but in slightly different context (that you use in designing the overall user experience). But terminology aside, lets think about the types of information that these assets capture, and how they are applied to designing interfaces because that will give you a better idea of where to start if you are a little bit confused about where to start.
Firstly, all applications are designed based on the assumption that they will cater for the needs of a particular type/group of users. So how do you capture the research information about the different users that will interact with your product/service, and what information will give you guidances on how to design for those people? There are definite factors in terms of gender, age, occupation, ethnicity as well as behavioural factors such as their familiarity with technology (which you shouldn't assume from age), knowledge domain (if you have a specialized product/service), interests, habits, etc. Personas tend to cover more of the demographics and less of the behavioural side of things.
I think this is where some of the things that I have seen in the empathy map that helps you get inside the head of the people that you create in the personas. Because just knowing the vital stats of someone doesn't really mean that you'll know how they think or behave (think about online dating profiles). But you need to be careful not to mix up the information in personas with empathy maps, depending on whether the personas were created by 'averaging' specific user groups, and whether empathy maps were developed from raw user input or an extension of a specific persona.
Then you need to think about how a person would behave in a specific situation rather than in general circumstances, because again just because someone normally does something in a certain way doesn't immediately mean that they will follow the same patterns of behaviour in a different context (although it is an assumption that you can make then try to validate). Again if we try to think about online dating experiences, just because you have a preference for say a blonde person doesn't mean that you'll like every blonde person's profile or not like a brunette. So the way to understand how a person might behave and feel given a specific set of circumstances is to observe and enquire so that you can capture this type of information in a customer journey map.
So once you have information about the different types of users, how they think in general, and how they behave given a specific scenario, you have the basic information for starting to produce your high level designs that you can test these user research finding. This then allows you to continually refine your model and understanding about the users and create a knowledgebase that contains your research data.
I hope this gives you a good understanding of what to look out for, and how to integrate all the research information and document them for design purposes.
