I just learnt basic complex analysis in school. My teacher simply described the Riemann Surface to explain the multi-valued functions better. I know that the so-called "multi-valued functions" bettwen the complex plane $\mathbb{C}$ is actually single-valued functions between the Riemann Surface.
I regard the Riemann Surface as countable infinite many complex planes, cutting the negetive part of real axises, and gluing one side with another plane's another side, according to my teacher's simple description.
To visualize the Riemann Surface, I made my own embedding model of it into $\mathbb{R}^3$, as following:
$\begin{cases} x=r \cos a \\ y=r \sin a \\ z=ra \end{cases}\ \ \ \ \ r\geq 0,a\in\mathbb{R}$
One can use Matlab or any tools else to draw it.
If my model is correct, then there is one problem that there is no neighborhood of 0 point homeomorphic to $\mathbb{C}$ or $\mathbb{R}^2$, hence the Riemann Surface is not a complex-manifold unless I throw the 0 point out.
And as I've heard of from my classmates and Wiki, it is a complex-manifold. So there might be something incorrect in my module or in my deduction. Could any one show my fault?
PS: My model without 0 point is the covering space of $\mathbb{C}-\{0\}$. And actually I only learnt about the real-manifold detailedly.
Your description of infinitely many sheets slit along the negative real axis is consistent with the Riemann surface of $\log$. The half-quasi-helicoid of your parametric equations seems to confirm this, but as you suspect $r = 0$ must not be included.
This surface is a Riemann surface, a.k.a. one-dimensional holomorphic manifold, which may be viewed as the domain of the complex exponential map, sitting over the punctured complex plane. The point $0$, which is not in the image of $\exp$, is the puncture.
As a side note, you may have better results by using complex variables $w = u + iv$ (with $u$ and $v$ real) and $z = x + iy$ (with $x$ and $y$ real). The graph $z = \exp w$ is parametrized by $$ (u, v) \mapsto (w, z) = (u, v, e^{u}\cos v, e^{u}\sin v). $$ This can be converted to a real three-dimensional surface by discarding a coordinate or replacing two coordinates by a real-valued function. A particularly illustrative example (see also here) is $$ (u, v) \mapsto (u + v, e^{u}\cos v, e^{u}\sin v), $$ which shows both the infinite-sheeted behavior and the logarithmic singularity near $z = 0$.