What are correlatives in Esperanto? How are they built? Some of them look similar to each other, what are the differences and similarities between them?
The grammar on lernu has a very extensive explanation of the correlatives, that is too long to cite here but definitely worth checking out. Here is a link to the English version of it. (You can change the language at the bottom if you want to read it in a different language, assuming a translation is available).
There is also a nice table layout of the correlatives here in wikibooks, for a quick check up. Note that the correlatives ending in „-o“ and „-u“ can also have a plural form, adding „-j“ at the end, which changes their meaning slightly. That is not reflected in the table but it is explained in the above grammar at Lernu.
As for the similarities — yes, they are very similar but they are easily remembered with a bit of practice.
All correlatives start with ki, meaning a question or relative pronoun; ĉi, meaning every; i, meaning some; nen meaning "no," or ti, meaning "that". This is what marks it as a correlative.
Next, we add the part-of-speech marker. -o marks it as a noun, so "kio" means something like "question-noun," or "what," while ĉio means "every-noun," which translates better as "everything." "Tio" means "that noun," or just "that," "nenio" means "nothing," and lastly, "io" means "some noun," or "something."
Similar rules apply for the other types of correlatives, but they're not so intuitively related to the part of speech.
-o: noun, meaning "thing"
-a: adjective, meaning "kind"
-es: adjective, meaning "whose"
-u: noun, meaning "who" or "which"
-e: adverb, meaning "place"
-en: accusative adverb, meaing "movement" or "place to"
-el: also adverb, meaning "manner"
-am: another adverb, meaning "time"
-om: yet another adverb, meaning "amount"
-al: not really having its own part of speech, meaning "reason"
Note that the meanings of these suffixes apply exclusively to correlatives, and so should probably not be used when working with other words.