How can we make a \multicolumn row the same as the others?

Question

How can we make the first row, which uses \multicolumn, to look the same as the second row?

\begin{table}[H]
\caption{Pronombres personales.}
\label{tab:personales}
\centering
\begin{tabular}{|
>{\centering\arraybackslash}m{2cm}
|>{\centering\arraybackslash}m{4cm}
|>{\centering\arraybackslash}m{5cm}
|
}
\hline
\multicolumn{3}{|c|}{\bf Pronombres} \\ \cline{1-3}
\vspace*{2mm} {\bf Inglés} \vspace*{2mm} & {\bf Pronunciación} & {\bf Español} \\ \hline
\vspace*{2mm} I \vspace*{2mm} & ái: & Yo \\ \hline
\vspace*{2mm} He \vspace*{2mm} & ji & Él \\ \hline
\vspace*{2mm} She \vspace*{2mm} & shi & Ella \\ \hline
\vspace*{2mm} We \vspace*{2mm} & wi & Nosotros(as) \\ \hline
\vspace*{2mm} You \vspace*{2mm} & iu & Tú, usted(es), vosotros(as) \\ \hline
\vspace*{2mm} They \vspace*{2mm} & de\underline{i} & Ellos o Ellas \\
\hline
\end{tabular}
\end{table}
\vspace{2mm}

Answer 1

See, if the following solution is usuable for you:

\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage{caption}
\usepackage{array,makecell}
\renewcommand\theadfont{\bfseries\normalsize}

\begin{document}
    \begin{table}
    \setcellgapes{5pt}
    \makegapedcells
\caption{Pronombres personales.}
\label{tab:personales}
    \centering
\begin{tabular}{|>{\centering\arraybackslash}p{2cm}
                |>{\centering\arraybackslash}p{4cm}
                |>{\centering\arraybackslash}p{5cm}|
                }
    \hline
\multicolumn{3}{|c|}{\thead{Pronombres}}                        \\  \hline
\thead{Inglés}  &   \thead{Pronunciación}   &   \thead{Español} \\  \hline
 I              & ái:                       &   Yo              \\  \hline
 He             & ji                        &   Él              \\  \hline
 She            & shi                       &   Ella            \\  \hline
 We             & wi                        &   Nosotros(as)    \\  \hline
 You            & iu                        &   Tú, usted(es), 
                                                vosotros(as)    \\  \hline
 They           & de$\underline{i}$         &   Ellos o Ellas   \\
\hline
\end{tabular}
    \end{table}
\end{document}

Edit: Problem of your MWE is mess of inproiper use \vspye*{2mm}. Similar solution as above you can also achieve by use \renewcommand\arraystretch{1.5}:

\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage{caption}
\usepackage{array,makecell}
\renewcommand\theadfont{\bfseries\normalsize}

\begin{document}
    \begin{table}
    \renewcommand\arraystretch{1.5}
\caption{Pronombres personales.}
\label{tab:personales}
    \centering
\begin{tabular}{|>{\centering\arraybackslash}m{2cm}
                |>{\centering\arraybackslash}m{4cm}
                |>{\centering\arraybackslash}m{5cm}|
                }
    \hline
\multicolumn{3}{|c|}{\thead{Pronombres}}                        \\  \hline
\thead{Inglés}  &   \thead{Pronunciación}   &   \thead{Español} \\  \hline
 I              & ái:                       &   Yo              \\  \hline
 They           & de$\underline{i}$         &   Ellos o Ellas   \\
\hline
\end{tabular}
    \end{table}
\end{document}

as is mentioned in a @thewaywewalk comment. With this you will avoid eventual problems with incompability between macros \setcellgapes{5pt} \makegapedcells and m column type. Result is the same as before.

Answer 2

Here is a solution with {NiceTabular} of nicematrix.

\documentclass{article}
\usepackage{caption}
\usepackage{array,makecell}
\renewcommand\theadfont{\bfseries\normalsize}
\usepackage{nicematrix}
\begin{document}
\begin{table}
\caption{Pronombres personales.}
\centering
\renewcommand{\arraystretch}{1.4}
\begin{NiceTabular}{w{c}{2cm}w{c}{4cm}w{c}{5cm}}[hvlines]
\Block{1-3}{\thead{Pronombres}}                        \

\thead{Inglés}  & \thead{Pronunciación}   &   \thead{Español} \

 I              & ái:                     &   Yo              \

 He             & ji                      &   Él              \

 She            & shi                     &   Ella            \

 We             & wi                      &   Nosotros(as)    \

 You            & iu                      &   Tú, usted(es), vosotros(as)    \

 They           & de$\underline{i}$       &   Ellos o Ellas   \
\end{NiceTabular}
\end{table}
\end{document}