Sometimes in the challenges to say “to something” you just use the word. At other times the “i” for “to” is included. Sometimes even in the same phrase: “sut i ddweud beth dw i’n moyn dweud”. How do you know when to use the i?
There is a post here with covers it. If the ‘to’ just represents the infinitive of the verb - to swim, to sing etc. you don’t need the ‘i’ …some verbs have a linking ‘i’ eg mynd i - going to …and some verbs never do.