In the Old Course, Level 2, Lesson 20 at about 10:20 I think I can hear Yw 'n mara fi gyda ti? for Do you have my bread?.
Why is yw used here instead of oes?
It’s because oes means “is there”, and there is no “there” in this question.
In Welsh, the question “Do you have (any) bread?” is literally “Is there (any) bread with you?”, so here you need oes - Oes bara gyda ti?
The question “Do you have my bread?” is literally “Is my bread with you”, because you wouldn’t say “Is there my bread with you?” so here you need yw - Yw’n mara fi gyda ti?
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OK. I knew that oes = is there but thought it always went with gyda regardless so thanks for clearing that up.
I’m not sure I understand completely-is it because oes is used with indefinite things and yw with definite for example MY bread? (I’m sure those aren’t the correct grammatical words so sorry if that doesn’t make sense!). If you said do you have THE something would that also take yw?
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Yup, that’s it - you’ve got it!
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Thank goodness! Sometimes when I ask questions and I get an answer, I wish I hadn’t because it’s more complex that I thought! 
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What is the difference between dw i’n gorfod and mae rhaid i fi? Previously it’s been just one or the other but in Lesson 24 of Level 2 of the Old Course the are both used. Thanks
They are more or less interchangeable. There is only a very subtle difference when using them to convey “must” in that rhaid is more “obligation” and gorfod is more “compulsion”, so unless the sentence is specific - “I was obligated to…” or “I was compelled to…” - people pretty much use either.
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As Siaron said, as far as the meaning of obligation goes, the two are largely interchangeable, but rhaid also has the meaning of supposition which it doesn’t share with gorfod:
Dw i ddim yn gweld Mrs Jones, mae rhaid bod hi wedi mynd adref. – I don’t see Mrs Jones, she must have gone home.
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When should we use i etc to translate the past tense?
The first instance I’ve noted was Level 2, Lesson 22 at 07:48:
mae hi’n pwdu achos i fi anghofio ei phen-blwydd hi
But Lesson 25 uses this pattern a lot. Is there a rule about it?
Also… (bonus question!) I have learnt hwnnw and honno here with SSiW, but I have also seen hwnna/honna. Are they different pairs of words, or just colloquial/formal or dialect forms? I think I once read that they have different meanings, but I can’t find where or if I wrote it down, so could be wrong
Can anyone recommend a good book on connections between English and Welsh (or even the Celtic languages more generally)?
I see things like this, where our words for “must” can be used in exactly the same way, right down to the more subtle shades of meaning, and I find them unexpected. It doesn’t seem to happen much with other languages in which I’ve dabbled - if someone thanks you in German, you don’t say “Wilkommen,” yet apparently in Welsh we can say “Croeso!”
If such a close relative of English has words that map to each other on only one of their meanings, how is it that a more distant relative has words that map to several? Cultural proximity? Who influenced whom? How much of our Celtic heritage is still hiding in the English language?
Or am I seeing a couple of isolated coincidences and just imagining there’s a pattern?
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Here is that the i = ‘that’. There are several ways of saying ‘that’ in Welsh, and in past tense using an i is a way of indicating wedi bod. So in some areas you would hear mae hi’n pwdu achos bo fi wedi anghofio ei phen-blwydd, and in other areas you could hear the sentence as you heard it.
hwnna is the spoken variant of hwnnw and honna is the spoken variant of honno. They mean the same.
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I have noticed the same. Some of my questions in this thread stemmed from me thinking such a literal translation couldn’t possibly be correct.
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I’m the same- I often think I don’t know how to say something new in Welsh because I try to avoid ‘translating too directly’ but then it turns out Welsh and English do phrase them in the same way!
There’s a term in linguistics -a Sprachbund- which is what you described (languages that are from different language families but have been spoken next to each other for centuries). I think the example I read about was Romanian and Bulgarian; one being a Romance (Latin) language and the other Slavic, yet both have definite articles (‘the’) that go at the end of nouns. Just like English and Welsh though, their vocab (other than modern loanwords) is very different. And of course, there are lots and lots of differences too.
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Great, thank you! 
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You have chosen wisely 
How can I identify myself in Welsh? My father is English - Sais yw e. My mother is Scottish - Albanes yw hi. Their family histories include Irish and (possibly) Welsh ancestry. I therefore prefer to say I’m British.
(Every time someone uses British as if it means English and only English, I hear my grandmother telling me about categories and subcategories - “All dogs are animals, but not all animals are dogs.” 
)
I can only seem to find “British” as an adjective, Prydeinig, or “Prydeiniwr” which seems more like the archaic Britisher, and sounds like someone whose job is Britishing. 
That one also only comes in masculine form so far as I can tell, which doesn’t match up with the pattern of Sais & Saesnes, Albanwr & Albanes, Cymro & Cymraes.
So, is that it? Dw i’n Brydeinig? Prydeiniwr dw i? Or something else?
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Could someone tell me what awran means please? I just started reading (or trying to read) Llyfr Glas Nebo and it crops up a few times. E.g. “Roedd hi 'di bod yn eistedd efo fi am awran bob bore”. With a couple of other words I’ve had to go from my guess of meaning to find the “formal” Welsh, but in this case I still haven’t found it and it’s driving me a bit mad.
It’s just a variation of awr, an hour.
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Thank you! I was trying to plod on with the book but that one kept haunting me!