Learn Farsi: کابوس هنوز تاثیر بدی روی مغز من دارد. - The nightmare still has a bad effect on my brain.

The meaning of هنوز depends on the verb that follows it. Because the verb دارد (dārad - has) is affirmative, هنوز means 'still'. If the verb were negative, like ندارد (nadārad - doesn't have), then هنوز would mean 'not yet'.

Why is the ی (i) attached to بد (bad) instead of تاثیر (ta'sir)?

The suffix ی (i) is the indefinite article meaning 'a' or 'an'. In Persian, when a noun is followed by an adjective, this indefinite suffix attaches to the very end of the adjective phrase. So 'a bad effect' becomes تاثیر بدی (ta'sir-e badi), placing the ی on the adjective rather than the noun.

Why do we use روی (ru-ye) for 'on' in this sentence?

روی literally means 'on the face of' or simply 'on' a surface. In Persian, when you talk about having an impact, influence, or effect on something, روی is the standard preposition to use.

Are there any hidden ezāfe (connecting 'e') sounds I need to pronounce in this sentence?

Yes, there are three! You need the short 'e' sound to connect the noun to its adjective in تاثیرِ بد (ta'sir-e bad). You also need it after the preposition رویِ (ru-ye) to connect it to the noun, and finally to link 'brain' to the possessive pronoun 'my' in مغزِ من (maghz-e man).