‘This’, ‘that’, ‘these’, and ‘those’ (demonstratives);  also ‘here’ and ‘there’.

For the next three groups:

no-accent form – adjective – takes a noun

accented form – pronoun – stands for noun (no noun follows); accent is omitted now unless ambiguous (rare)

o form – pronoun – stands for a neuter/abstract noun

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‘This’ → things near to me, the speaker (or a date in the speaker’s time frame)

• este / esta (adj) – ‘this’; estos / estas – ‘these’ + noun

  este libro – this book
  (dem pron) – this one

  Esta es Isabel – this one is Isabel

  No puedo ir este martes – I cannot go this Tuesday

• éste / ésta (pron) – ‘this one’, the latter; éstos / éstas – ‘these (ones)’

  dame éste – give me this one

  (subject) he, she; ésta me lo dijo – she told me

  (object) him, her; se lo dio a éste – she gave it to him

  ‘this person’ (introduction); éste es Miguel, ésta es la señora Molina; ésta es mi mujer

• esto (pron) – this one (neutral/abstract thing or matter)

  esto me gusta – I like this

  a todo esto – by the way

  esto es – that is, i.e.; vendrán pasado mañana, esto es, el miércoles – they’re coming the day after tomorrow, that is, on Wednesday

• éstos (pron) – these (ones)

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‘That’ → things near to you, the listener, or not very far away (or a specific date known to the listener)

• ese / esa (adj) – ‘that’ (specific person or thing); esos / esas – ‘those’ + noun

  ese coche – that car; esas casas – those houses

  El hombre que conocimos ese martes – The man we met that Tuesday

• ése / ésa (pron) – ‘that one’, him, her, the former; ésos / ésas

  tiene una casa como ésa – she’s got a house like that one

  hence ... ése ... éste – the former ... the latter (that one, this one)

• eso (pron) – that (neutral/abstract thing or matter)

  por eso ... – that’s why ...

  eso mismo ... – that’s just ...; a eso de las ... – around (time)

  ¡eso es! – that’s it!; eso es bueno – that’s good

  por eso te lo dije – that’s why I told you

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‘That over there’ (‘yonder’) → things neither near to me, the speaker, nor to you, the listener (or a vague date)

• aquel / aquella (adj) – that further away; aquellos / aquellas those further away + noun

  aquel coche – that car; aquella montaña – that mountain; aquellas casas – those houses

  aquellas vacaciones que pasamos en Italia – that holiday we had in Italy

• aquél / aquélla (pron) – that one, the former, the further one; aquéllos / aquellas ...

  aquél es el mío – that one is mine;

  hence ... aquél ... éste – the former ... the latter (that one, this one)

• aquello (pron) – that (neutral/abstract thing or matter)

  aquello fue impresionante – that was impressive

  tomó un taxi por aquello de no llegar tarde – he took a taxi so as not to arrive late

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Related adverbs:

• aquí – here (use este / esta and plurals) – (also acá in Lat. Am.)
• ahí – there (use ese / esa and plurals) – far from the speaker but close to the listener, probably in sight
• allí – there (use ese / esa or aquel / aquella and plurals) – far from both the speaker and the listener, maybe out of sight
• allá – there afar (use aquel / aquella and plurals)

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cf. similar words

• está (v) – it/he/she ‘is’, you are (usted); está – imperative you are (tú)   (both from estar)

• este (nm) – east

• aquél (nm) – something; ella tiene un aquél – she’s got something about her

  → aquél que ... – ? he who ...; todo aquél que – ... anyone who ..., whoever ...