A pronoun replaces an understood noun. Therefore, in order to use a pronoun, the speaker / writer and listener / reader must already be in the agreement on the meaning of a noun. If you breeze into a room and announce, "I saw him last night," you will be greated by blank stares and the question "Whom did you see?" On the other hand, if you made the same announcement after you and your friends had been talking about the ghost of Elvis, you still might get some stares, but everyone would understand you. And being understood - putting what is going on in your mind into someone else's - is the essence and the aim of all communications.
Pronouns allow us to streamline our conversations, make them less wordy, more interesting. As you begin to work with Spanish pronouns, you may at times find them frustrating, even overwhelming. Keep going. They take time to learn. Don't give up.