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: this/that (directing the listener's attention)
o: that (away from both of them)
bunlar: these (close to the speaker)
şunlar: these/those (directing the listener's attention)
onlar: those (away from both of them)
The difference between "şu" and "bu"/"o" can be hard to understand for Turkish language learners. Most Turkish courses and textbooks explain it as a three-way distinction based on distance (like the demonstrative pronouns in Spanish). However, only "bu/bunlar" (close) and "o/onlar" (far) indicate distance. The pronouns "şu" and "şunlar" get used to refer to objects or concepts that haven't been mentioned yet or don't have the listener's attention, regardless of distance. That's why it can be used for items in the speakers' hand or far away.