What is the difference between an adjective vs pronoun?

That depends on what kind of pronoun you're referring to.

Personal pronouns such as I, you, he, she, it, they, and we do not modify nouns; they are subjects of sentences. Personal pronouns such as me, us, you, them, him, her, and it are direct objects/indirect objects/objects of prepositions.

I am brave.

I don't like them.

In these two sentences, the pronouns are clearly not adjectives.

I think you're referring to possessive pronouns: my, mine, his, her, hers, its, your, yours, their, theirs, our, and ours. My, his, her, its, your, their, and our are always used as adjectives. Mine, his , hers, yours, theirs, and ours are used as pronouns.

My dog loves taking walks. In this sentence, "my" is a possessive pronoun, but it is acting as an adjective because it is modifying the noun dog.

That is mine. In this sentence, "mine" is a possessive pronoun, and it is acting as a pronoun.

Possessive pronouns can act as adjectives within sentences. That is their function, but they are pronouns. For example, "my" is a pronoun, but it just happens to be used as an adjective in sentence structure.