'Their' usually functions in sentences substantially as an adjective, but technically, "their" is the possessive case of the third person plural personal pronoun. All possessive case nouns and pronouns usually function in a sentence as adjectives, but, since the parts of speech are usually considered mutually exclusive for a single word in a single sentence, it may be important to retain the distinction.
The part of speech for this particular word is a noun.
part of speech
The part of speech for "answer" is a noun.
adverb
what part of speech is beneath
The part of speech for "unfamiliar" is an adjective.
The part of speech of "came" is a verb.
The part of speech for "twirl" is a verb.
The part of speech for "explicit" is an adjective.
The part of speech for "indefinite" is an adjective.
The part of speech for "lecturer" is a noun.
The part of speech for "breezy" is an adjective.