Use "this one" to talk about something that's close to you right now, or very recently. For example:

A: Which one do you like?

B: I like this one.

Have you seen this one? (Pointing at a video on your computer) 

Why do you need "one" with it? "This" and "that" can also be used by themselves:

I like this.

People use "one" when they're choosing one thing out of a group. It's like you're saying "this one, not the others".