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A pronoun is a word that refers either to the participants in the discourse at hand (eg. I, you) or to someone or something mentioned in that discourse (eg., he, they, those). In Esperanto, there are six different types of pronoun: personal, reflexive, possessive, demonstrative, relative, and indefinite.

Personal Pronouns

The personal pronouns of Esperanto are much like those of English:

mi I/me ni we/us
ci thou/thee vi you (all)
li/ŝi/ĝi he/she/it ili they/them

In practice, ci is rarely, if ever used; vi does duty for both the singular and plural, just as you does in English.

Ĝi was originally meant to refer to people whose gender is unknown or irrelevant, but nowadays refers only to animals, objects, and, occasionally, children. The original role of ĝi is sometimes given to the demonstrative pronoun tiu (“that one”) or li*:

Ĉu la leterportisto liveris la pakon? Jes, tiu/li liveris ĝin hodiaŭ matene. Did the mailcarrier deliver the package? Yes, they delivered it this morning.
*There are a number of proposed workarounds to the clunky “he/she” issue, ranging from the introduction of new epi­cene pronouns (e.g., gi, ri, ŝli), to the repurposing of old pronouns (e.g. making li epicene and adding hi for “he”), to the re-extension of ĝi to include adult human beings. For better or for worse, none of these have really caught on.

There is also an indefinite pronoun oni, used to refer to an unspecified person or people in general:

Kiu diris tion al vi? ‘Oni’. ‘Oni’ multe parolas, ĉu ne? Jes ja ... jes ja. Who told you that? ‘They’. ‘They’ talk a lot, don’t they? They certainly do ... they certainly do.
Oni ne aplaŭdas la tenorulon pro klarigi al si la voĉon. One does not applaud the tenor for clearing his throat.
Oni povas gluti pindon da sango antaŭ ol malsaniĝi. You can swallow a pint of blood before you get sick.

Reflexive Pronouns

A pronoun that refers back to the subject of a clause (eg., English myself, themselves) is called a reflexive pronoun. In Esperanto, this is identical to the personal pronouns — except for those in the “third person” (he, she, they, etc.), all of which use si:

Mi vundis min hodiaŭ. I hurt myself today.
Vi vundis vin hodiaŭ. You hurt yourself today.
Ni vundis nin hodiaŭ. We hurt ourselves today.
Ŝi vundis sin hodiaŭ. She hurt herself today.
Ili vundis sin hodiaŭ. They hurt themselves today.

If one were to use a pronoun other than si in the last two examples, it would mean that the subjects hurt someone else, not themselves:

Ŝi vundis ŝin hodiaŭ. She hurt her today.
Ili vundis ilin hodiaŭ. They hurt them today.

Bear in mind that si refers only to the subject of the clause that it’s in, which may or may not be the main clause of the sentence.

Ŝi vidis ke li vundis lin. She saw that he hurt him.
Ŝi vidis ke li vundis sin. She saw that he hurt himself.
Ŝi vidis lin vundi sin.* She saw him hurt himself.
Ŝi vidis lin (esti) vundanta sin.* She saw him hurting himself.
*An infinitive verb or a participle with a complement counts as a separate clause.

Possessive Pronouns

Possessive pronouns show what belongs to whom, and in Esperanto simply add -a to the personal pronouns:

mia my/mine nia our/ours
cia thy/thine via your/yours
lia/ŝia/ĝia his/her/hers/its ilia their/theirs

The reflexive is sia, the indefinite onia.

Mia Dio! Ĝi estas plena de steloj! My God! It’s full of stars!
Kio estas cia ordono, mia majstro? What is thy bidding, my master?
Viajn inojn, mi volas aĉeti viajn inojn. Vendu al mi viajn filinojn! Your women, I want to buy your women. Sell me your daughters!
Neniu movu sin aŭ mi deskrapos la tutan ŝminkon al ŝi! Nobody move or I scrape off all her makeup!
Li manĝis la hepaton al li kun faboj kaj bona Kianta vino. He ate his liver with some fava beans and a nice Chianti.
Li manĝis la hepaton al si (mem) kun faboj kaj bona Kianta vino. He ate his (own) liver with some fava beans and a nice Chianti.
Revolucio estas ĉiam laŭleĝa en la unua per­sono, kiel “nia revolucio”. Estas nur en la tria persono — ilia revolucio — ke ĝi estas kon­traŭ­leĝa. Revolution is always legal in the first person, such as “our revolution”. It is only in the third person — “their revolution” — that it is illegal.
Tiuj el vi sufiĉe bonŝanca havi ankoraŭ viajn vivojn, prenu ilin kun vi! Sed lasu la mem­brojn kiujn vi perdis; ili jam apartenas al mi. Those of you lucky enough to still have your lives, take them with you! But leave the limbs you have lost; they belong to me now.
Ne sufiĉas sukcesi; onia plej bona amiko devas malsukcesi. It is not enough to succeed; one’s best friend must fail.

Demonstrative Pronouns and Adjectives

Esperanto has two demonstrative adjectives, tiu (“that”) and tia (“such”), which are used to indicate a specific entity or type of entity observed by the speaker. To indicate something close at hand, one adds ĉi:

tiu porkido that little piggy
ĉi tiu porkido this little piggy
tia porkido such a piggy

All three words can be used without change as pronouns for the nouns they refer to:

Jen la du porkidoj! Ĉi tiu iris al merkato. Tiu restis hejme. There are the two little piggies! This one went to market. That one stayed home.

When tiu is changed into a noun (by adding -o to the root), it means not only “this/that thing” but “this/that business or fact”.

Ĉi tiu iris al merkato, kaj tio plaĉas al mi. This one went to market, and that pleases me.

Relative & Interrogative Pronouns

Relative pronouns refer to an expressed or implied person or thing in another clause; they correspond with English who, what, and which:

Renkontu la viron kiu renkontis Anĉjon Griffith! Meet the man who met Andy Griffith!
Renkontu la muson kiu renkontis Anĉjon Griffith! Meet the mouse that/which met Andy Griffith!
Mi ne aŭdis kion diris la viro kiu renkontis Anĉjon Griffith. I couldn’t hear what the man who met Andy Griffith said.
Mi ne aŭdis, kio perturbis min. I couldn’t hear, which upset me.

Like in English, Esperanto relative pronouns are also used as interrogative pronouns, that is, pronouns used in questions:

Kiu renkontis Anĉjon Griffith? Who (what/which man) met Andy Griffith?
Kiu estas la viro kiu renkontis Anĉjon Griffith? Who is the man who met Andy Griffith?
Kion diris la viro kiu renkontis Anĉjon Griffith? What did the man who met Andy Griffith say?

Interrogative pronouns generally come first in a sentence, but beyond this the word order of Esperanto sentences need not alter when made into questions, as it often does in English sentences:

Kiun Anĉjo Griffith insultis? Whom did Andy Griffith insult?
Kiu insultis Anĉjon Griffith? Who insulted Andy Griffith?

Indefinite Pronouns

Indefinite pronouns are those that do not refer to any definite entity in particular, corresponding to English someone, something, nobody, nothing, everyone, everything (iu, io, neniu, nenio, ĉiu, ĉio):

Nu la unua fojo, kiam oni mortigas iun, jen la plej malfacila. Now the first time you kill somebody, that's the hardest.
Mi volas nenion. Mi volas nenion. Mi volas nenian reciprokaĵon. I want nothing. I want nothing. I want no quid pro quo.
Ĉiuj deziras mian karulinon! Everybody wants my baby!