Learn Dutch: Ze willen misschien die gitaar kopen. - Maybe they want to buy that guitar.

Look at the verb! Willen is the plural form (we/you all/they want). If ze meant "she", the verb would be singular: ze wil (she wants). Because we see the plural willen, ze has to mean "they".

Why is kopen (to buy) all the way at the end of the sentence?

This is the golden rule for modal verbs like willen (to want) and kunnen (to be able to). The modal verb takes the second spot in the sentence, and the main action verb (kopen) gets pushed to the very end in its full dictionary form.

The English sentence starts with "Maybe". Can I start the Dutch sentence with Misschien?

Yes, you can! But remember the Dutch rule that the conjugated verb must always be in the second position. If you put Misschien in spot number one, the verb willen stays in spot number two, and the subject pushes to spot three: Misschien willen ze die gitaar kopen.

Why do we use die for "that" guitar instead of dat?

It depends on the noun's article. Gitaar is a de-word (de gitaar). For all de-words, we use die to say "that". You only use dat for het-words (like dat boek).