"What they told me is not true."
Translation:Lo que me dijeron no es cierto.
Que is not a pronoun. It means that, how, or than (as in más que = more than) Qué is a pronoun (at least usually) and means what, but only in questions and in expressions like "What a pity!"
In this case the sentence "What they told me is not true" doesn't translate directly into Spanish; first you have to change it into "The thing that they told me ..." or "That which they told me ..." That which = Lo que (lo = direct object pronoun, que = which)
So putting this altogether now the verb dejar needs an object because it's transitive which just means not a complete phrase. So we need an object and a direct object pronoun fills this role. We have no gender to refer to so we use the non-gender "lo" as the DOP. Combining 'lo' and 'que' (no accent) we have 'what' in a statement not a question. And we can skip all this and just memorize 'lo que' used in statements.