In Japanese how you say "this" or "that" depends on where you are in relation to the listener.
KO- is used to indicate that you are talking about something close to the speaker. The following 3 are very common uses of this found in anime and everyday life.
KONO - also means "this" but is used when you talk about the subject such as KONO PEN "this pen". Or as you can see in the picture KONO KABAN "this bag"
KOKO - means "here"
The following you will hear more in anime than in everyday life simply because it is very informal Japanese.
KOU IU - used to say "this kind of", such as KOU IU HANASHI which means "this kind of talk (conversation)"
KONNA - an informal form of KONO, such as KONNA KOTO is used a lot which means "this thing" or KONNA OOKI "this big". KONNA can also be used in a similar way to KOU IU and can mean "this kind of" and is sometime interchangeable.