We can't know for sure what the antecedents are since we don't know what else has been said, but here are some possible guesses.

  1. Why is he looking at me? He could be the student next to me. Me is obviously, well, me.
  2. She gave them a big hug. She could be my sister or the girl next door. Them is the group of people (or animals?) she hugged.
  3. The other day they skipped school and were severely punished! They are a group of students, but certainly you are not one of them!