A pronoun is the word people use to refer to you when they're not saying your name — she, he, they, and a handful of others, including newer options like ze/hir. You use them dozens of times a day without noticing, right up until someone's pronoun is different from what you guessed.
Singular "they" gets treated like a modern invention, but it's been part of everyday English for hundreds of years — you've almost certainly used it yourself, saying something like "someone left their umbrella."