"I want to go to school early."
Translation:Dw i eisiau mynd i'r ysgol yn gynnar.
Right, because we say that we "go to school" in English, without the article -- even though we don't say that we're "going to bank" or "going to supermarket".
It's English that's weird here.
In Welsh, you "go to the supermarket, go to the bank, go to the school, go to the chapel, go to the work" -- all the same (mynd i'r archfarchnad, mynd i'r banc, mynd i'r ysgol, mynd i'r capel, mynd i'r gwaith) -- and you don't have to remember which places take "the" when you're visiting them for their intended purpose and which ones don't.
Something which, I might add, not even all speakers of English agree on: if an American child, an English child, and a Welsh child are hit by a car, the English child will be taken "to hospital" while the American child will be taken "to the hospital". The Welsh child will go i'r ysbyty, of course, no matter where they're from.
So when you're translating from English or into English, you may have to compensate for this strange habit English has, by adding or removing a definite article.
eisiau is usually pronounced as ishe, isha or isio, varying by area. isio is used mainly in north-west Wales, where it is also sometimes used and taught as a written form, so we accept that variant spelling in the course.
Unless you use isio locally, just stick with eisiau in writing and probably ishe when speaking - that is perhaps the most widespread pronunciation. Everyone will understand the other pronunciations anyway.