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Object Pascal exception handling uses try/except/finally:

uses SysUtils;

begin
    try
        n := StrToInt(input);     // raises EConvertError on failure
        Process(n);
    except
        on E: EConvertError do
            WriteLn('bad number: ', E.Message);
        on E: Exception do
            WriteLn('unexpected: ', E.Message);
    end;
end.

Exception classes — all descend from Exception (in SysUtils):

• EConvertError — string-to-number conversion
• EDivByZero / EZeroDivide — division
• ERangeError — out of range
• EAccessViolation — null/bad pointer
• EOutOfMemory

Custom exceptions:

type
    EValidationError = class(Exception)
    public
        FieldName: string;
        constructor CreateForField(const AField, AMessage: string);
    end;

constructor EValidationError.CreateForField(const AField, AMessage: string);
begin
    inherited Create(AMessage);
    FieldName := AField;
end;

raise to throw:

if age < 0 then
    raise EValidationError.CreateForField('age', 'cannot be negative');

finally for cleanup:

list := TList<integer>.Create;
try
    try
        ProcessList(list);
    except
        on E: Exception do begin
            LogError(E.Message);
            raise;        // re-raise
        end;
    end;
finally
    list.Free;
end;

Pattern: try-finally for cleanup, optionally nested with try-except for handling. Cleanup ALWAYS runs.

Avoid catching Exception unless you really must — too broad, masks programming errors. Catch specific subclasses.