"I have to go to sleep."
Translation:मुझे सोने जाना है।
मुझे (Verb Infinitive) है। is how you say "I have to ___" in Hindi. Try not to think about literal word by word translations, just know that this is the structure used for "have to." Most commonly anyway, another way to say it is "मुझे (Infinitive ending in ने) की ज़रूरत है." Both are correct.
Rather than give you a fish, I'll teach you to fish...
Copy the text. Paste it in to Google translate. It will tell you the meaning. Click the picture of a speaker and it will say the word out loud for you. Look down the page and it will give you the pronunciation with roman characters.
"Oh but I'm on the app on my phone/ipad and it doesn't let me highlight text".
Then go to the comment on your internet browser and highlight it there. (You can use your browser on your phone.)
Here, I'll help you: https://forum.duolingo.com/comment/30120115
"But how do I find the link to the comment from the app?"
Well then you go to Google and you type inside quote marks (These: "...") an exact sentence from the comment section in question.
For example, you could search for the comment you replied to with: "try not to think about literal word by word translations, just know that this is the structure used for".
That's all you'd need to type and Google would find the comment for you.
There you go. Now you can catch fish.