Please note that, the pronouns he,she and it are the same in Turkish, which is "O".
bana: to me
sana: to you
ona: to him /to her /(to) it
bize: to us
size: to you
onlara: to them
Not to be confused with "ben de", or "sen de" which mean "me too (also)", and "you too (also)" respectively. The pronounciations are identical, so pay attention to context.
bu: this (close to the speaker)
şu: that (close to the listener)
o: that (away from both of them)
bunlar: these (close to the speaker)
şunlar: those (close to the listener)
onlar: those (away from both of them) The difference between "şu" and "o" can be hard to understand for the foreign people. Our suggestion is to use "o". Native speakers use "şu" seldomly. "O" can replace "şu" in every situation, bu do not try the reverse because "şu" cannot always replace "o".
Typically you can distinguish by distance. Items within an arms reach that you're not interacting with are "şu", but items any farther away are "o".