Demonstrative pronouns (this one, that one, the one[s], these, those) refer to a previously-mentioned noun in a sentence. Italian demonstrative pronouns are more complicated than their English counterparts, because there are two different sets and because they must agree in gender and number with the noun they replace. agreement • B1 - Intermediate Italian • demonstratives • gender • plurals
A direct object is a noun, whether person or thing, that someone or something acts upon or does something to. In both Italian and English, direct objects are often replaced with direct object pronouns: me, ti, lo, la, ci, vi, li, le. 
Italian possessive pronouns (il mio, la tua, i suoi …) are used in place of nouns to indicate to whom or to what those nouns belong. A2 - Low-Intermediate Italian • agreement • possession
Reflexive pronouns reiterate the subject, which may seem redundant, but in fact serves an important purpose: it indicates that the subject of the verb is performing that action on itself. A1 - Beginning Italian • agreement
Subject pronouns are a type of personal pronoun that indicate who or what is performing the action of a verb. 
The distinction between tu and Lei is one of the most confounding aspects of Italian, and one of the most basic. The influence it has on verb conjugations and pronouns is considerable, but more than that, the choice of tu or Lei is a matter of etiquette. 