It can be a little confusing, I know.
First of all, esto/eso/aquello can only be used as pronouns, that is, without a noun.
When you say, "what's this?" --> "¿qué es esto?"
Este/esta/eso/esa/aquel/aquella can be used without a noun when in English you would add "one"... for instance:
"- Which is the book you want? - This one" --> "- ¿Cuál es el libro que quieres? - Este".
(the tricky part is that you have to use the -e version when one replaces a masculine object, the -a version when feminine)
When you use them with a noun, then the same rule of masculine/feminine applies, and you use este/ese/aquel or esta/esa/aquella.
Hope that helps.