Reflexive pronouns describe that you did something on your own.
I made this myself.

You use reciprocal pronouns when at least two people are involved in a mutual action.
Help each other!

Demonstrative pronouns replace a thing.
this/these: close by
that/those: farther away

Possessive pronouns show what belongs to whom.
That chicken is mine!

Anyone: any human being
Everyone: certain group

Anyone can cook. But not everyone likes it.

Anything: any item you can imagine
Everything: any item of a certain group

Do we need anything? No, we have everything.

Reflexive pronouns: you did something on your own
Reciprocal pronouns: mutual action
Demonstrative pronouns: replace a thing
Possessive pronouns show what belongs to whom
Anyone: any human being / Everyone: certain group
Anything: any item / Everything: any item of a certain group