The dreaded word 'mutate', this isn't properly introduced in the course until the unit "May I", but this sentence seems to have slipped in somehow.
The reason for the initial letter change, or mutation, here is that 'Drama' is a feminine noun. A similar situation to French ie petit and petite, except the change in Welsh is in the beginning of the word and not at the end.
Like most other languages there are no obvious rules, there are various useful resources, the one I like the best is the free dictionary ap 'ap geiriaduron' which even works offline. That lists the gender of all nouns.
Otherwise people learn by associating the word with the definite article as they learn, eg Ci = Dog is a masculine noun so The dog = Y ci (no change) whereas Cath = cat is a feminine noun so The cat = Y gath (c changes to g, a soft mutation).
I thought they could put the genders in the word hints for the French course, at least...?
There's no easy way to do that at the moment in Duolingo, we can't put it in hints although we could look at adding it to the notes section but since that's no available on mobile that's not much help. Hopefully Duolingo will come up with an idea.
However as mentioned above there is a free, very easy to use app to find it, there are also the free online text books listed in the resources discussion of the forum.
Drama Gymreig would be a Welsh play as in produced in Wales but not necessarily in the Welsh language. Drama Gymraeg is a Welsh language play (not necessarily produced in Wales :) )