An adjective is a word which give us more information about a nonun. Car is a noun, big is an adjective.
"That is a big car."
My is an adjective. In this sentence, It shows who the cars belong to.
"That is my car."
'There goes your brother.'
English learners (and native English speakers) can get confused by these two words as they have the same pronunciation, but different spellings and meanings. Here's a review and a couple of hints to help you remember:
Their is a possessive adjective like 'her', 'his', or 'our'.