Example 1
Hand me that bug spray. These mosquitos are driving me nuts.
Ugh, mosquitos are the worst. (They've dispensed more death than anything else in history, including war, BTW.) In this bloodsucker of an example, the demonstrative pronoun that modifies the noun bug spray to show that it is far-ish away from the irritated speaker. We can infer from the use of these, however, that the mosquitos are way too close for comfort.
Example 2
This guitar once belonged to Kurt Cobain, and Dave Grohl used those drumsticks.
Looks like somebody visited Seattle's very own EMP Museum, home to the world's largest—and grungiest—collection of Nirvana memorabilia. The use of this indicates that the guitar is close to the speaker, while those indicates that the drumsticks are farther away.
Example 3
These fried oysters are delicious.
In this example, the demonstrative pronoun these shows that the scrumptious oysters are in range of the speaker, probably on the plate right in front of her… and probably not for long.