I spend a really long time teaching pronouns to my students because I believe it's critical for them to understand this before we begin using any verbs.
We start off by making sure they know what it is in English and I show them this School House Rock video. It's old, but they still really like it.
Then we do one of their favorite activities all year: Pronoun TPR. Here's a video demo.
After we take some notes and do some written practice, I post a sign around the room for each pronoun (except Yo/I) and give each student a notecard with a subject on it.
I give them 10 seconds to go stand under the sign that they think describes their card. Then I give them another 10 seconds to check with the other people in their group and move if necessary. Each student holds up their card and we go around and check our work. Finally, I have them do a multi-trade and repeat the activity with a new card. From within their clumps, they find a partner and trade in their cards for a Tic-Tac-Toe board. Each board is within a plastic sheet so they can write on top of it with a dry-erase marker.