Most of the time, a pronoun is used to replace a noun. The following are all pronouns: he, she, they, none, and which. There are lots more. They are used to make sentences less cumbersome and less repetitive.

There are several different types of pronoun

Personal pronouns (e.g., he, they)
Demonstrative pronouns (e.g., this, these)
Interrogative pronouns (e.g., which, who)
Indefinite pronouns (e.g., none, several)
Possessive pronouns (e.g., his, your)
Reciprocal pronouns (e.g., each other, one another)
Relative pronouns (e.g., which, where)
Reflexive pronouns (e.g., itself, himself)
Intensive pronouns (e.g., itself, himself)