Ole Kiltti can mean please in a context, such as this Ole Kiltti, ole varovianen, like Please, be careful. However, sticking the "ja" in here confuses matter, this is more like be kind and be careful.
The Finnish can be used with both the comma and 'ja'. Latter is more common especially in the spoken language, the one with comma you would more likely see on the stage of a theater as it sounds much more dramatic. They both still work as "please" in Finnish.
However, in Finnish there should definitely be comma BEFORE Pöllölä, because it's a name and if you are talking to someone, you always need to add a comma before their name (and before and after if the name is in the middle of the sentence) and in speech you also make small pauses where the comma is. I think even English does this when addressing someone in a text, but I'm not 100% sure.
Yes, the English needs a comma before "Pöllölä" as well.
So far in my studies, at least, I find English and Finnish remarkably similar in their use of commas. There are a few variations (I can't think of an example on the spot), but for the most part, it seems that if one language requires a comma, it is usually required (or at least permissible) in the other.
I have the same issue, but ..... it is not a course in becoming a translater. The essence is to understand the Finnish, and to be able to use what you know about Finnish. I am pretty sure that if you hear this often enough, you will recognize it and be able to use it. I would regard the English course in Duolingo as a stepping stone to using it. So, focus on understanding the Finnish. The English itself is unimportant as long as you understand what the Finnish means. Otherwise, the discuss button is patient....
Please stop teaching "ole kiltti" as some go-to way to say "please". It's kind of rare and only seen in specific contexts (pleading, talking to kids, or something like that). It's really confusing to expect people to translate "please" into this, and you're giving people the wrong impression. If you insist on including this specific oddball phrase, have the English prompt reflect that quirk with e.g. "be kind and", since it would communicate the sentiment better, even if it's a bit unidiomatic...