这 zhè is 'this'
It is often followed by a measure word such as 个 ge:
这个是苹果；那个是香蕉；哪个是橘子？ Zhège shi píngguǒ; nàge shi xiāngjiāo; nǎge shi júzi?
When it has an abstract meaning, it may be used on its own as a noun, as with 'this' in English:
这是我爸爸；那是我妈妈；哪位是王老师？ Zhè shi wǒ bàba; nà shi wǒ māma; nà wèi shi Wáng lǎoshī?
'This is my father; this is my mother; which person is teacher Wang?
Note that the measure word 位 wèi is used instead of 人 rén to indicate respect to him/her as a teacher.
那 nà is 'that'
这些是中国人； 那些是英国人； 哪些是美国人？Zhèxiē shi zhōngguórén; nàxiē shi yīngguórén; nǎxiē shi měiguórén?
'These people are Chinese; those people are British; which people are the Americans?'
Note that 些 may be used to indicate the plural.
哪 nǎ is 'which'
There are alternative pronunciations: zhèi, nèi and něi. These are common, for example, in Beijing and sound less formal than zhè, nà and nǎ.