These words are not necessarily prohibited, but there is an old norm in academic writing to avoid personal pronouns (the pronouns you listed). The reasoning behind the norm is that it makes for more objective writing, but it can also lead to the use of quite awkward passive voice phrasing. Because avoiding these pronouns does not necessarily make writing better, there is a counter-trend today which emphasizes writing clearly, even if that means you occasionally use "I" or "we".
Your supervisor will ultimately be one of the people evaluating your thesis, so it is important to take their preferences into account, but if you feel that writing without pronouns leads to too many awkward phrasings or otherwise makes your writing less clear, then I think it is worth pointing that out to your professor.
Note that this also tends to vary by discipline. In some fields, for example, the use of "we" to refer to the author (and collaborators or the readers) is entirely normal. In other fields, though, I have heard that it sounds pretentious. Try asking your colleagues and other mentors what they think the norms are in your field as well.