'That' can join two parts of a sentence. It introduces a clause which is the object of verbs like 'say', 'think', or 'know'.
I think that you are right.
She said that she is coming.
'That' can join two parts of a sentence. It shows extra information about the noun before it.
The book that you gave me is good.
She is the girl that called you.
'That' can show how much or how strong something is. It often means 'very' or 'so' to explain the level of a quality.
I did not know it was that hard.
She sings that well in the choir.
'That' can be used to stress a choice or idea. It helps to highlight something compared to others.
I want that, not this.
That's what I was thinking.
Here, 'that' describes how much or what kind something is. It often means 'such' in informal speech.
He is not that strong.
It’s not that big a problem.
