What Robbruce said. Maybe I can add a tiny bit-
It’s when you are joining two sentences and the second one begins with a form of the verb “to be” in the present tense.
“Dw i’n siwr” + “Dw i’n mynd” etc.
It is the form the present tense of the verb “to be” takes in this sort of sentence.
If the second bit does not begin with a form of the verb “to be” in the present tense, eg “Bydda i”,
or does not begin with any form of the verb “to be” eg “dylwn i”
then that elusive (y) appears instead.