Do not use this as a pronoun. Include the noun to which you are referring.

Do not write:
The answer to "life, the universe, and everything" is 42. This has puzzled scholars and fans of silly novels for years.

Do write:
The answer to "life, the universe, and everything" is 42. This mystery has puzzled scholars and fans of silly novels for years.

Using a "naked 'this'" leaves the reader guessing at your meaning; don't make them guess! (Thanks, Doug!)