The reason why they seem to change is because they do 
– the possessive pronouns in Welsh all cause (different) mutations. The family members mum, dad, brother and sister without mutations are mam, tad, brawd, chwaer.
The possessive “your” in Welsh is dy, and it causes the soft mutation (and afterwards the personal pronoun is “echoed”), so your mum is dy fam di (and just to make things interesting, this “echoed” personal pronoun is occasionally dropped.)
The possessive “my” is fy and it causes nasal mutation. The letter m isn’t changed in this mutation, so my mum is fy mam i, but t changes to nh, and b changes to m, so
my dad = fy nhad i
my brother = fy mrawd i
Although in spoken language, in such “tell-tale” mutations, the possessive pronoun is often dropped altogether:
Ges i amser da gyda 'nhad a 'mrawd yn y dafarn neithiwr. I had a good time with my dad and my brother in the pub last night.
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