First of all, a monopoly literally means that we have a single firm in one market. As economists, we do not really care about the number of firms in a market per se.
However, the firm being single means it gets market power. And this is where problems arise. It will, under no regulation, take the demand curve (for buyers of his good) and the supply curve (for intermediate goods it uses) as given and extract rent from both ends.
This directly implies that consumer surplus is reduced, since under typical assumptions the monopoly will supply a smaller quantity at a higher price.
For Social Welfare, note that free markets with imperfect competition typically yield inefficient outcomes, that is adding up consumer surplus and producer surplus gives you a smaller sum than in the economy with no market power.
Finally, Pareto Efficiency is somewhat irrelevant to the market power, as long as market power comes with the ability of perfect discrimination (see the comment). It is relevant for the type of economy, where I have assumed free markets throughout this answer. Under free markets, if there was any resource "free for grabs", someone would have taken it. Hence, the extent of market power does not affect Pareto-efficiency, the general existence of markets and their potential regulation does.
Addendum: Note that I have assumed free markets (zero regulation by governments) throughout the answer. If the government was to enforce by law the optimal outcome, the amount of market power becomes irrelevant to both consumer surplus and social welfare in general. It could do this for example by forcing the monopoly to supply the optimal quantity of goods, or creating a subsidy which would incentivize the firm to supply exactly that quantity.