Pronouns are a small set of words that act as substitutes for nouns or noun phrases which refer to the participants in the discourse, to someone or to something mentioned elsewhere in the discourse.
Personal pronouns refer to yourself, someone or groups of people in reference to the speaker.
Demonstrative pronouns are words, such as this and that, which a speaker can use to refer to an object or objects directly and specifically.
Reflexive pronouns are used when a person or group of people does something themselves or to themselves.
Interrogative pronouns, also known as question words, are used to ask questions to find out more information about something. These often take the form of who, what, when, where, why and how, but there are a number of other types of questions depending on what information is being inquired.
Relative pronouns connect sentences to each other by referring back to people or things previously mentioned.