Pronouns connect phrases or sentences.

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One common cohesive device is pronoun reference. As noun substitutes, pronouns refer to nouns that either precede or follow them and thus serve to connect phrases or sentences. The nouns that come before pronouns are called antecedents.

In New York from dawn to dusk to dawn, day after day, you can hear the steady rumble of tires against the concrete span of the George Washington Bridge. The bridge is never completely still. It trembles with traffic. It moves in the wind. Its great veins of steel swell when hot and contract when cold; its span often is ten feet closer to the Hudson River in summer than in winter.

—GAY TALESE, “New York”

Pronouns form a chain of connection with antecedent.

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This example has only one pronoun-antecedent chain, and the antecedent comes first, so all the pronouns refer back to it. When there are multiple pronoun-antecedent chains with references forward as well as back, writers have to make sure that readers will not mistake one pronoun’s antecedent for another’s.