Proto-Indo-European_language#Pronoun:
PIE had personal pronouns in the first and second grammatical person, but not the third person, where demonstrative pronouns were used instead
Personal_pronoun#Person_and_number:
Some languages do not have third-person personal pronouns, instead using demonstratives (e.g. Macedonian) or full noun phrases. Latin used demonstratives rather than third-person pronouns (in fact the third-person pronouns in the Romance languages are descended from the Latin demonstratives).
When were third person pronouns added to Italian?