In English, these bear the inflectional categories of number, case, gender, and person. There are several subclasses of pronouns and they all behave and look quite differently:
They distinguish participants in the speech event (e.g., speaker vs. addressee). They are what usually comes to mind first when we talk about pronouns.
e.g. I, we, you, y'all, he, she, it, they
These are closely related to personal pronouns. They are easily identified because they end in self or selves. They commonly mark an object that refers to the same person as the subject.
e.g. Timmy hurt himself. We gave ourselves a present.
These typically "point out" the things they modify. They can be used to distinguish things on the basis of closeness to the speaker. Sometimes they stand by themselves.
e.g. That is a lie. I like those.
These are question words, including who, which and what.
These are pronouns that refer to non-specific entities. They may appear in combination with a noun, but more commonly appear alone.
e.g. some, somebody, every, everyone, each, anybody, nobody, none
These introduce relative clauses. They look like other pronouns but they function differently.
e.g. I found a friend who likes cheese. The book that I read is on the table.