"eso" is a noun. you can say "yo quiero eso". "ese/esa" is a pronoun (which indicates proximity) used before a noun. for example "yo quiero ese coche". you can't say just "yo quiero ese", because it's incomplete*, and you can't say "yo quiero eso coche", because it's wrong. in English, "eso" and "ese" is always "this". * "yo quiero ese" can be complete if there has been a conversation before that sentence. for example, I can ask "¿quiere que coche?" and you can answer "yo quiero ese" (and you point at the car you want).