Reflexive pronouns show that the subject of the activity refers this activity to itself. In easier words, somebody does something to or with him- or herself.
Examples
I enjoy myself.
You dry yourself.
He defends himself. etc.
The French have here a specialty: the reflexive pronouns are identical with the accusative / dative (or also direct / indirect) personal pronoun with only one exception - the third person in singular and plural.
Overview
Reflexive pronoun
Accusative (direct) personal pronoun
Dative (indirect) personal pronoun
me
me
me
te
te
te
se
le / la
lui
nous
nous
nous
vous
vous
vous
se
les
leur
Now, one could discuss about the difference between accusative (direct) personal pronoun, dative (indirect) personal pronoun and reflexive personal pronoun, if there is no difference. Well, the following example should help seeing the difference better.
Examples
He washes him.
Il lui lave .
someone else is referred to
He washes himself.
Il se lave.
he himself is referred to.
The difference really makes sense (and if only in the third person, we have less to remember on reflexive pronouns). Unfortunately, reflexive verbs in French are not necessarily the same as in English. Please find a (non-complete) list of some of the most important ones.