Learn Arabic (Modern Standard): اذهب إلى اليسار يا سيدي.

يا is a calling word (vocative particle) used when you address someone directly. In English, we usually just say the person's name or title, but in Arabic, you almost always put يا right before the name or title of the person you are talking to.

Why does the word for sir (سيدي) end with an ـي?

The base word سيد means 'mister' or 'master'. The suffix ـي means 'my'. Literally, سيدي means 'my sir'. This is the standard, polite way to say 'sir' when addressing a man directly in Arabic.

Is اذهب a command, and does it change if I am speaking to a woman?

Yes, اذهب is the command form of the verb 'to go', used when speaking to a single man. If you were addressing a woman, you would add an ـي to the end of the verb (اذهبي) and change the title to 'ma'am' (سيدتي).

How do the words إلى and اليسار connect when speaking normally?

When saying إلى اليسار, you do not pause between the words. You slide from the end of إلى directly into the L sound of اليسار ('the left'). It sounds like 'ila l-yasar'.