This, that, these and those are demonstrative pronouns. We use this and these to talk about people and things which are close to the speaker.

Get this cat off my shoulder.
This is very nice – can you play it again?
Do you like this color?

We use that and those to talk about people or things which are more distant from the speaker. That and those are also used to talk about people or things which are not present at the moment of speaking.

Compare:

Get this cat off my shoulder.
Get that cat off the bed.
Look at this picture here and then at that picture over there.
Look at that man over there.
Those who want to go swimming must put their names down on the list.

Time

This and these can refer to situations and experiences which are going on at the moment of speaking.

Watch this.
Listen to this announcement.

That and those can refer to experiences which have finished. Note the use of the past tense.

That was a terrible experience. (NOT This was a terrible experience.)
I didn’t like that. (NOT I didn’t like this.)

On the telephone

On the telephone British people use this to say who they are, and that to ask about the hearer’s identity.

Hello, this is Jane. Is that Susie?

Americans may use this to ask about the hearer’s identity.

Who is this? (US)
Who is that? (GB)