Who is niego and when is it used.
I'm not sure, but I think 'niego' is the genitive form for 'him'.
You're right. But it's only one of three Genitive forms for "him": the neutral "go", the emphatic "jego" and the 'needed-after-a-preposition' "niego" :)
Jings, I'll NEVER learn this language!
What's the difference between PRZY and OBOK?
In the basic meaning, they're synonymous. "Przy" needs Locative, "obok" needs Genitive.
Using "przy nim" could allow for a more metaphorical interpretation of this sentence, like "She's always there for him". But it surely could be literal as well.
Is niego pronounced "nee-go" or "nyeh-go"? I can't tell from the tts.
It's the latter I assume.
And you assume correctly (although of course it's a simplification) ;)
What is the crucial difference between 'obok' i 'blisko' ('next to' and 'near')? As for me, both of them denote close distance.
"obok" is right next to it, "blisko" is very subjective. Depending on the scale, "blisko" may be 50 cm or 50 km (for example you can say that some town is close to Warsaw but it still takes like 40 minutes to drive there).