Dear Marianna,
You must have a type of the Man-O-War jellyfish. Our N.H jellies have no floating ray bits.
Not to gross anyone out ... but in an emergency ... I have been told ... well, er .. um .. human urine relieves the sting.
How about it, Dr. Bill ?

In Hawaii many carried a small container of baking soda, which, when mixed with the water on the skin gives some relief until the sting can be medically treated.
wow