To parse pronouns:

Tell its part of speech and explain why it is that part of speech.
Tell what kind of pronoun it is and why.
Tell what its antecedent is and why.
Give the person, number, gender and explain why.
Give its case.

Parse the pronouns in the following sentence:

David brought his book and laid it on the table.

His is a pronoun.
It takes the place of a noun.
It is a personal pronoun, used to both represent a noun and to show its person.
It refers to David for its antecedent.
It is :

third person
singular
masculine
possessive case
used to limit noun book by denoting possession.

It is a personal pronoun.
Its antecedent is the noun book.
It is:

third person
singular
neuter
objective case
is the object of the verb laid.

Parse the pronouns in the following sentence:

The messenger himself revealed the treachery.

Himself is a pronoun.
It is a reflexive pronoun composed of him and self.
Its antecedent is the noun messenger.
It is:

third person
singular
masculine
nominative case
used to identify messenger.