|Formal (singular and plural)
|Accusative (direct object)
|Dative (indirect object)
The above table from Wikipedia shows personal pronouns for each of the 4 grammatical cases. As can be seen, pronouns in German change depending on the case. Special attention should be given to differentiate 'sie' (she) from 'Sie' (they, or formal you).
Beginners shouldn't worry too much about the different cases. You will see these pronouns so often that you will be familiar with them very soon.
Possessive pronouns, like adjectives, can take endings depending on the gender and case. The above table shows the uninflected forms. Don't worry too much about memorizing the declensions, and instead just try to recognize which pronoun refers to which person.
There are also reflexive pronouns for the dative case and the accusative case (reflexive pronouns for the genitive case are possessive pronouns with a "selbst" following after them). In the first and second person, they are the same as the normal pronouns, but they only become visible in the third person singular and plural. The third person reflexive pronoun for both plural and singular is: "sich":
"Er liebt sich". (He loves himself.)
"Sie verstecken sich". (They hide themselves.)
Reflexive pronouns can be used not only for personal pronouns:
"Sie hat sich ein Bild gekauft." (She bought herself a picture.)
"Seiner ist schon kaputt." (His is already broken.)
There are more details on pronouns that can be added here, but these should be enough to get you started. Focus on reading and listening as much as possible, and the pronouns will quickly become second nature.