"which" vs "this"

So, Grammarly is correcting me a lot on a phrase I tend to use, and I don't entirely understand the difference.

On a sentence that expands upon a previous sentence in dialog, I tend to have a character say "Which means [...]"

Grammarly wants to fix this to be "This means [...]"

It's become clear to me that I tend to use 'which' instead of 'this' when speaking, but I am not sure why one is preferred use over the other.

Can anyone offer me some insight? I already tried googling "which vs this", but I got results for "which vs that" instead, which is an entirely different use case.