Demonstratives  Intro.

1) For form, it is Easiest to start with ἐκεῖνος: (all decline regularly)

ἐκει-ν-        +        -ος,    -η,     -ο                         -οι,    -αι,    -α

2) οὗτος, αὕτη, τοῦτο  is a little confusing because it is double-marked:

αὕτη not only has feminine endings (-η, -ης, -ῃ, etc.—regular except τούτων),

but also has the feminizing a-grade in the base: ταύτης, ταύτῃ, κτλ.

3) And ὅ-δε, ἥ-δε, τὸ-δε, only looks odd, because it is compounded of the article (ὁ, ἡ, τὸ) plus –δε  

(so the first element declines, τοῦ-, τῷ-, κτλ.)

As to meaning perhaps simplest to think of them in reference to the speaker, from furthest to next:

a) ἐκεῖνος is ‘that one (there)’ at a distance, ἐκεῖ.

b) οὗτος is ‘this one (near)’

c) ὅ-δε is ‘this here (next)’ (esp. in 2^nd position, after it’s noun).

And don’t neglect the double use: these are both demonstrative adjectives (with noun and article),

and pronoun (in place of its antecedent).

E.g., αὗται αἱ γυναῖκες  =  ‘these women’ (nearby or the last mentioned)

and  αὗται, all by itself can stand for them = ‘these (gals) / they’