I can try and give you some examples, with their Japanese counterparts, if that helps?
What = 何
What did you do yesterday? 昨日何をしましたか。 What is this used for? これは何で使いますか。
What time did you get home? 何時に帰りましたか。
Which =どちら 。Which is better for you, Tuesday or Wednesday? あなたには火曜日か水曜日かどちらがいいですか。 Which book is mine? どちら本は私のですか。
That can be any of the following, depending on context: それ、あれ、その、あの。That is my book それ「あれ」は私の本です。 That house over there is new。 あの家は新しいですね。 That is also used a lot in relative clauses - this is the book that my mother bought - これは母が買った本です。
I hope that has helped a little bit - sorry if my Japanese isn't exactly right - hopefully you can still understand the meaning!