The girl walked into the room. She...
In this case, she is referring back to the noun phrase "the girl." If you don't start out with a noun phrase referent, but a bare pronoun, then the reader is forced to construct an implied referent based on what they know via the pronoun. This can be an important part of constructing point of view, for example.
The pronouns I and we are referred to as "first person" pronouns, singular and plural respectively. In English, first person pronouns are non-gendered. However, this is not true in all languages. Japanese uses the pronoun "boku" exclusively for first person males, for example. Japanese pronouns carry a lot of information, and there are a lot of them, but perhaps the most interesting thing about Japanese pronouns is that people hardly ever use them. "Pro-drop" languages allow pronouns to be dropped from the front of a sentence when their reference can be derived from context. Japanese and Spanish can pro-drop, but French and English can't. That said, I'll note that recent changes in English due to the presence of internet icons have made pronoun-dropping a lot more common.
Since I and you in English are non-gendered, but third person pronouns are, the result is that you need to be aware of other people's genders before your own.
If you are working in a fictional setting and you want to play around with the pronouns, go for it, but be aware that there are pitfalls. The simplest problem you can run into (a grammatical rather than a cultural one) is to cause ambiguity without meaning to. This can happen if you collapse singulars and plurals into each other, or if you choose to collapse other distinctions. However, we already have to work against ambiguities that occur when we have two people of the same gender in the same scene and need to draw distinctions between them, so this problem is not insurmountable. Ann Leckie managed to keep all-"she" characters disambiguated through three books!
Charlie Jane Anders' story "Love Might Be Too Strong a Word" does some fascinating things with pronouns. The society has castes, and each caste is distinguished by different sexual aspects, and each uses a separate pronoun system. How does she keep the pronoun systems from becoming confusing? Basically, she uses pronouns that have some very basic-level similarities to our pronoun system, altering the beginnings of the pronouns but keeping "m" as the final letter in a third-person object pronoun, and "r" as the final letter in a third-person possessive pronoun, for example.
Much as pronouns are "small words," they are also extremely important and extremely personal. Misgendering, or calling someone by the wrong gender pronouns, is very bad. Why? Because in our societies, gender is so very very important to identity and to social consequences for behavior. Because gender is in the third person pronouns rather than the first (in English), you end up having to rely on other people to cooperate with your sense of self when they talk about you.
Ann Leckie's Ancillary books are often cited as groundbreaking for their use of pronouns, because she creates a society where the main language does not distinguish gender in its pronouns. More than that, the English pronoun she chooses to use as a translation for that alien-language pronoun is "she." Note: She doesn't erase all socially charged pronoun distinctions, because ancillaries (human bodies connected to an artificial intelligence) are referred to as "it," or as non-people. Okay, so what is so great and groundbreaking about this? In English, if we are referring to a group of people whose genders are non-specified, we use the word "he." "He" is considered the unmarked option (standard, default). This is likely one reason why we tend to imagine oh-so-many males in fictional contexts. By choosing to use "she" instead, the marked option, Ann is deliberately dislodging us from our standard expectations. Readers know that not everyone must be female, but now that everyone is described as such, they have to think through gender more carefully, and Ann confounds us even further by having descriptions of appearance and clothing that don't conform to our gender expectations either.
We spoke briefly about using the pronoun "one." It sounds archaic, but is non-gendered and can be useful depending on what effect you are looking for. It always reminds me of the Pillow Book by Sei Shonagon, because the translators have typically gotten around the pro-drop tendencies of Japanese by translating Sei Shonagon's diary using "one" wherever the reference is generalized.
This was an involved conversation with a lot of details that don't lend themselves very well to written report, so if you are curious I'd encourage you to check out the video. We came to the end of the discussion feeling that we should return to the topic of pronouns to cover aspects of point of view in writing fiction.
This week, Dive into Worldbuilding meets on Wednesday (tomorrow) 3/29/17 to talk about Mental Illness. I hope you can join us!