"ese", "esa" and "eso" means "that"...but the difference will be given by the genre of what you are indicating.
e.g.:
"esa silla" --> that chair. In spanish we say "esa silla, esa mujer"...where both "silla[chair]" and "mujer[woman]" have female connotation. (if you say "ese silla" or "ese mujer", your sentence will be worng)
"ese auto"--> that car. In spanish we say "ese auto, ese hombre"...where both "auto[car]" and "hombre[man]" have male connotation. (if you say "esa auto" or "esa hombre", your sentence will be worng)
"eso" is used for indicating <<things>> or for indicating <<ideas>> I mean:
"eso esta mal"--> that's wrong
"eso es bueno"--> that's good
"eso es una buena idea"--> that's a good idea
Well, I'm not a teacher, so I couldn't find a better way to explain it.
I hope it will be useful for you. :)
Greetings!.