Here are the main distinctions:

This modifies or refers to singular nouns that are near to the speaker.
That modifies or refers to singular nouns that are far from the speaker.
These modifies or refers to plural nouns that are near to the speaker.
Those modifies or refers to plural nouns that are far from the speaker.

Exercises
A. Use `this or `these
1. Is _________ my drink?
2. _________ arent my trainers.
3. Is _________ an interesting museum.
4. _________ are new bikes.
5. _________ is my house.
6. _________ is a hill.
7. _________ are donkeys.
8. What is _________?
9. Did you drop _________?
10. Hi, Jane! _________ is Michael.
11. _________ James bike.
12. _________ are his children.
13. _________ are his sisters children.
14. _________ is Pete.
15. _________ is my restaurant.
16. _________ are my jewels.
17. _________ is the church of my town.
18. _________ are my fathers book.
19. _________ is Ajaxs stadium.
20. _________ is my bag.
21. Is _________ my TV?
22. Are _________ your watches.
23. I like _________ clown.
24. _________ boys are American.
25. _________ is my money.
Answers
1. Is this my drink?
2. These arent my trainers.
3. Is this an interesting museum.
4. These are new bikes.
5. This is my house.
6. This is a hill.
7. These are donkeys.
8. What is this?
9. Did you drop this?
10. Hi, Jane! This is Michael.
11. This James bike.
12. These are his children.
13. These are his sisters children.
14. This is Pete.
15. This is my restaurant.
16. These are my jewels.
17. This is the church of my town.
18. These are my fathers book.
19. This is Ajaxs stadium.
20. This is my bag.
21. Is this my TV?
22. Are these your watches.
23. I like this clown.
24. These boys are American.
25. This is my money.
B. Use `that or `those
1. __________ a big supermarket.
2. __________ are her CDs.
3. Are __________ your books.
. __________ is a big shop.
5. __________ is Johns house.
6. __________ is a mountain.
7. __________ are horses.
8. What are __________?
9. We can do better than __________.
10. No, __________ is not mine.
11. Did you win? __________ is amazing.
12. Hello, who is __________ speaking, please.
13. Hello, is __________ you John?
14. Is __________ a Dutch ship?
15. __________ is a Spanish woman.
16. __________ is my friends house.
17. __________ is my mothers car.
18. Who is __________ knocking at the door?
19. __________ are turtles.
20. __________ are their lunches.
21. __________ is my cat.
22. __________ blouse is beautiful.
23. Look at __________!
24. Can you see __________ horses?
25. These are bigger than __________.
Answers
1. That a big supermarket.
2. Those are her CDs.
3. Are those your books.
4. That is a big shop.
5. That is Johns house.
6. That is a mountain.
7. Those are horses.
8. What are those?
9. We can do better than that.
10. No, that is not mine.
11. Did you win? That is amazing.
12. Hello, who is that speaking, please.
13. Hello, is that you John?
14. Is that a Dutch ship?
15. That is a Spanish woman.
16. That is my friends house.
17. That is my mothers car.
18. Who is That knocking at the door?
19. Those are turtles.
20. Those are their lunches.
21. That is my cat.
22. That blouse is beautiful.
23. Look at that!
24. Can you see those horses?
25. These are bigger than those.
C. Use `this or `these
1. ____________ is my desk.
2. ____________ are my pets.
3. ____________ is Petes house.
4. Its raining again. ____________ is awful.
5. Hello Kath, ____________ is Bob.
6. ____________ is my friend, Paul.
7. ____________ cake tastes delicious.
8. I dont like ____________ one.
9. ____________ apples look good.
10. Ill take ____________ grapes.
11. ____________ books belong to Linda.
12. Jack brought ____________ trousers.
13. ____________ hamburgers tastes good.
14. Have you seen ____________ movie?
15. ____________ are good times.
16. Do you like ____________ shirts?
17. ____________ is much heavier than that.
18. ____________ is unbelievable.
19. Is ____________ Johns house.
20. Do you like ____________ flowers?
21. ____________ book is great.
22. ____________ is an apple pie.
23. Do you like ____________ shoes?
24. I like ____________ picture.
25. What is the answer to ____________ questions.
Answers
1. This is my desk.
2. These are my pets.
3. This is Petes house.
4. Its raining again. This is awful.
5. Hello Kath, This is Bob.
6. This is my friend, Paul.
7. This cake tastes delicious.
8. I dont like this one.
9. These apples look good.
10. Ill take these grapes.
11. These books belong to Linda.
12. Jack brought these trousers.
13. These hamburgers tastes good.
14. Have you seen this movie?
15. These are good times.
16. Do you like these shirts?
17. This is much heavier than that.
18. This is unbelievable.
19. Is this Johns house.
20. Do you like these flowers?
21. This book is great.
22. This is an apple pie.
23. Do you like these shoes?
24. I like this picture.
25. What is the answer to these questions.
D. Use `that or `those
1. Who owns ___________ house?
2. Look at ___________ man over there.
3. ___________ is a computer.
4. ___________ woman is a professor.
5. ___________ is my brother.
6. Wasnt ___________ a horrible thing to say?
7. ___________ is my cousin, Jessica.
8. Do you see ___________ birds on the treetop.
9. What does ___________ notice say?
10. ___________ mountains are the Alps.
11. Dont take ___________ mug.
12. This book or ___________ book?
13. This is my car and ___________ is your car.
14. ___________ is my school.
15. ___________ are my brothers things.
16. ___________ is my aunt.
17. ___________ is my friends umbrella.
18. I cant read ___________ words.
19. ___________ stars are very far from the earth.
20. Id like to live in ___________ country.
21. ___________ towers are so far!
22. Look at ___________ star.
23. ___________ car is my fathers.
24. ___________ men are very late.
25. From my windows I saw ___________ boys.
Answers
1. Who owns that house?
2. Look at that man over there.
3. That is a computer.
4. That woman is a professor.
5. That is my brother.
6. Wasnt that a horrible thing to say?
7. That is my cousin, Jessica.
8. Do you see those birds on the treetop.
9. What does that notice say?
10. Those mountains are the Alps.
11. Dont take that mug.
12. This book or that book?
13. This is my car and that is your car.
14. That is my school.
15. Those are my brothers things.
16. That is my aunt.
17. That is my friends umbrella.
18. I cant read those words.
19. Those stars are very far from the earth.
20. Id like to live in that country.
21. Those towers are so far!
22. Look at that star.
23. That car is my fathers.
24. Those men are very late.
25. From my windows I saw those boys.