Referring back to a matter: điều đó, việc này, chuyện đó

English uses "that" or "it" for a fact or a situation just mentioned: "I didn't know that", "Don't worry about it". Vietnamese rarely uses nó for this, and cái đó is first of all a thing you can point at, though casual speech stretches it: Cái đó em không biết. The careful choice is a word for the kind of "that" you mean, with đó after it.

Chuyện đó (that matter, that story) is the everyday one in speech: Em biết chuyện đó rồi. I know about that already. Việc đó is a task, something to be done: Việc đó để anh lo. Leave that to me. Điều đó is a fact or an idea, and it's the usual choice in writing: Điều đó rất quan trọng. That's very important.

After nói (say), nghĩ (think) and làm (do), people usually just say vậy, "so, like that": Em không nghĩ vậy. I don't think so. Đừng nói vậy. Don't say that. In Hà Nội it's thế: Đừng nói thế.

Use này (this) instead of đó for something you're about to bring up: Chuyện này em chưa kể ai hết. I haven't told anyone this. In writing, and in Hà Nội, ấy can replace đó: điều ấy, việc ấy.