Pronoun

A pronoun is a word that replaces a noun.

You can use a pronoun only after you have first established what the noun is. After all, if  you met someone on the street whom you had never met before and he said, "They are coming  and they are all wearing green pants," your first question, as you edged away to put a safe distance between yourself and him, would be,  "Who  is he talking about? Who are they?"

In short, using a pronoun without first establishing who or what it refers to is strange. You can, of course, do it with "I" or "you", since the person you are referring to is clear.  

You might even say "He's weird" without identifying the person by name, but you'll need to nod your head or point your finger in the direction of the accused. 

The noun (person or thing)  that needs to be identified beforehand is known as the "antecedent".

As for the terminology of pronouns, it's pretty easy. A subject pronoun is in the subject position in a sentence, while  an object pronoun is in the object position (or follows a preposition such as to, for, by, with, from, between, under, below etc). A possessive pronoun tells you to whom or what something belongs; the second set of possessives is used after the noun (e.g. That  is my pen, but That pen is mine).

If you think about it, a possessive pronoun is basically an adjective - it tells you more about the noun. The book is red ---> The book is mine; The blue car --> My  car.

The reflexive pronouns simply reflect back I--myself. You--yourself.
I hurt myself (The hurt is reflected back to the I).

The relative pronouns need to sit right next to their antecedents (the nouns that give them meaning, put in bold in the examples below): 

The man whose car I am driving does not know I am driving it. 

The student whom you saw wandering through the library last night actually died 50 years ago. 

The person who said that should be ashamed of himself.

The cookies, which I have hidden from you, are for when my aunt visits. 

The meal that you ate was supposed to be for the children.

(In the last example, the word that may be omitted, which creates an invisible relative pronoun. In that last sentence, the antecedent to the word which is actually the entire phrase rather than a single noun, but we're going beyond our remit here).

Subject	Object	Possessive (1)	Possessive (2)	Interrogative- Relative	Interrogative-Possessive-relative	Reflexive
I	Me	My	Mine	Who/whom	Whose	Myself
You	You	Your	Yours	Who/whom	Whose	Yourself
He	Him	His	Hiss	Who/whom	Whose	Himself
She	Her	Her	Hers	Who/whom	Whose	Herself
It	It	Its	Its	Which/that/what	Whose/of which	Itself
We	Us	Our	Ours	Who/whom	Whose	Ourselves
You	You	Your	Yours	Who/whom	Whose	Yourselves
They	Them	Their	Theirs	Who/whom	Whose/of which	Themselves