I googled about possessive forms in Russian and found an interesting note at wordreference about the pronunciation of мой (masculine) and мои (plural). Since the latter has two syllables, the letter о has an "ah" sound, and the former has a "oh" sound.
Every Russian noun has both gender and number. The possessive pronoun must match the noun that it modifies.
мой is singular masculine; моя is singular feminine; моё is singular neuter; мои is plural.
All of these forms are in the nominative case.