Pronouns replace nouns within sentences. For example, if I said "Alex went to the movies and Alex got popcorn and a soda" that would be somewhat repetitive. It is much easier to read a sentence that says "Alex went to the movies and he got popcorn and a soda." The pronoun he replaces the noun Alex.
Indefinite pronouns, on the other hand, take the place of a noun, but not one particular noun. In other words, the pronoun is there, but the "Alex" part of the sentence is not. Here are some examples of indefinite pronouns to help make this idea even clearer.
All were late to the party.
All of these sentences contain indefinite pronouns - it does not matter what specific person is doing the action. Indefinite pronouns are used in sentences every day and they are an important part of the English language.