In French, pronouns are inflected to indicate their role in the sentence (subject, direct object, and so on), as well as to reflect the person, gender, and number of their referents.
This is a key difference from English: in English, possessive pronouns are inflected to indicate the gender and number of their antecedent — e.g., in "the tables are his", the form "his" indicates that the antecedent (the possessor) is masculine singular, whereas in the French les tables sont les siennes, "siennes" or its base form "sien" indicates that the antecedent is third person singular but of unspecified gender while the inflection "-nes" indicates that the possessed noun "table" is feminine plural.
They are organized here by the English pronoun to which they correspond: For more information on the formation of questions, see French grammar.
Further, like English, French distinguishes between ordinary relative clauses (which serve as adjectives) and other types.
If the relative pronoun is to be the direct object of the clause's verb, que (or qu' before a vowel; see elision) is ordinarily used: « la bicyclette qu'il a volée » ("the bicycle that he stole").
If the relative pronoun is to be the grammatical possessor of a noun in the clause (usually marked with de), dont is used: « le garçon dont j'ai volé la bicyclette » ("the boy from whom I stole the bicycle", "the boy whose bicycle I stole").
Traditionally, if the relative pronoun was to be the object of a preposition in the clause (other than the de of possession), or the indirect object of the clause's verb, a form of lequel was used, with the preposition placed before it: « la femme de laquelle j'ai parlé » ("the woman about whom I spoke").
When a relative clause is to serve as an adverb, it takes the same form as when it is to serve as an inanimate noun, except that ce is omitted before a preposition: « Ils sont allés dîner, après quoi ils sont rentrés » ("They went out to eat, after which they went home"); « Ils ne se sont pas du tout parlé, ce qui me semblait étrange » ("They did not talk to each other at all, which seemed strange to me").
The major reason why there is confusion by native English speakers is that "this" and "that" are also used in English as demonstrative adjectives that correspond to the single French demonstrative adjective ce 'this; that' (declined as: cet m. before vowels, cette f. and ces m.pl.).