There is a term for this: deixis.

It's a great set of lectures. I'd suggest reading them. I took a semantics class co-taught by Chuck Fillmore and Paul Kay (of Berlin & Kay Basic Color Terms). It was a blast. Etymology: < deiksis 'mode of proof; exhibition; demonstrative force or reference' < deiknumi 'to bring to light, display, exhibit'; adjectival form deictic.

One interesting point is how personal pronominal paradigm matches up with adverbs of place: I/we ~ here, thou/ye/you there, he/she/it/they ~ yon. Though the paradigm is now defective in English (as yon is archaic), Spanish and other languages preserve it.