How to distinguish these words " it" "that" "this"

Hello everyone, could you please explain me how to use these words including "it" this" "that" properly ?

I face this confuse in both speaking and writing. For example, when I say It is amazing or That is amazing, we can use both or just only one of them and why ? Or not to mention the meaning of this and that refering to location, is there any difference when we mean; for instance, "You talk so loudly. This makes me crazy or that makes me crazy". "I have one clue but unsure about this or it." Hope you could get me right with my question. Many thanks!!!