"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)
An easier way to understand it:
qué = what (question) e.g. What did they tell me?
lo que = what (not a question) e.g. What they told me is not true.
Decir is a transitive verb and needs a direct object, as you are not what they told you, you need 'the'.. Some verbs need to put 'lo' even if you specify the direct object.
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.