Old English þis, neuter demonstrative pronoun and adjective (masc. þes, fem. þeos), probably from a North Sea Germanic pronoun *tha-si-, formed by combining the base *þa- (see that) with -s, which is probably identical with Old English se "the" (representing here "a specific thing"), or with Old English seo, imperative of see (v.) "to behold." Compare Old Saxon these, Old Frisian this, Old Norse þessi, Middle Dutch dese, Dutch deze, Old High German deser, German dieser.

Once fully inflected, with 10 distinct forms; the oblique cases and other genders gradually fell away by 15c. The Old English plural was þæs (nominative and accusative), which in Northern Middle English became thas, and in Midlands and Southern England became thos. The Southern form began to be used late 13c. as the plural of that (replacing Middle English tho, from Old English þa) and acquired an -e (apparently from the influence of Middle English adjective plurals in -e; compare alle from all, summe from sum "some"), emerging early 14c. as modern those.

About 1175 thes (probably a variant of Old English þæs) began to be used as the plural of this, and by 1200 it had taken the form these, the final -e acquired via the same mechanism that gave one to those.

Old English þæt, "that, so that, after that," neuter singular demonstrative pronoun ("A Man's a Man for a' that"), relative pronoun ("O thou that hearest prayer"), and demonstrative adjective ("Look at that caveman go!"), corresponding to masc. se, fem. seo. From Proto-Germanic *that, from PIE *tod-, extended form of demonstrative pronominal base *-to- (see -th (1)).

With the breakdown of the grammatical gender system, it came to be used in Middle English and Modern English for all genders. Germanic cognates include Old Saxon that, Old Frisian thet, Middle Dutch, Dutch dat "that," German der, die, das "the."

Generally more specific or emphatic than the, but in some cases they are interchangeable. From c. 1200 opposed to this as indicating something farther off. In adverbial use ("I'm that old"), in reference to something implied or previously said, c. 1200, an abbreviation of the notion of "to that extent," "to that degree." As a conjunction ("Not that I loved Caesar less, but that I loved Rome more") it was originally the neuter pronoun or adjective that used practically as a definite article qualifying the whole sentence.

Slang that way "in love" first recorded 1929. That-a-way "in that direction" is recorded from 1839. "Take that!" said while delivering a blow, is recorded from early 15c.

Proto-Indo-European root, the stem of demonstrative pronoun meaning "this."

It forms all or part of: cis-; et cetera; harass; he; hence; her; here; him; his; hither; it.

It is the hypothetical source of/evidence for its existence is provided by:  Greek ekeinos "that person;" Latin cis "on this side," citra (adv.) "on this side;" Old Church Slavonic si, Lithuanian is, Hittite ki "this;" Old English hider, Gothic hidre "hither."