Learn Croatian: Želim samo sok.

Željeti is a regular -jeti verb. To form the present tense for "I", you drop the -jeti ending and add -im. That gives us želim (I want).

Where is the word for "I" in this sentence?

In Croatian, you usually don't need to say ja (I) because the verb ending already tells you who is doing the action. The -m at the end of želim makes it clear that "I" am the one who wants juice.

Sok is the direct object here. Why doesn't its ending change?

Direct objects take the accusative case, which usually changes the ending of a noun. However, sok (juice) is a masculine inanimate noun (meaning it is not alive). For masculine non-living things, the accusative form looks exactly the same as the dictionary form.

Could I change the word order and say "Samo želim sok"?

You could, but the meaning shifts slightly. Želim samo sok usually means "I want only juice" (and nothing else to drink). Samo želim sok emphasizes the wanting, like saying "I just want juice" (for example, if someone keeps trying to offer you food instead).