Learn Finnish: Kissa hyppää hyllylle. - The cat jumps onto the shelf.

It is the base word hylly (shelf) combined with the allative case ending -lle. This ending shows movement onto a surface, which perfectly matches the cat's action of jumping onto the shelf.

Would it be wrong to say hyllyllä instead of hyllylle?

Yes, it would change the meaning! The -llä ending means being stationary on top of something, like if the cat was already just sitting on the shelf. Because the cat is actively moving and landing onto the shelf, you must use the -lle ending to show the destination.

The dictionary form of the verb is hypätä (to jump). Why does it change to hyppää here?

This is due to a spelling rule called consonant gradation. When conjugating this specific type of verb for a single third person (like he, she, it, or the cat), the single p strengthens to a double pp, and the final vowel ä is doubled to make ää.

Where are the words for "the" in this sentence?

Finnish does not have articles like "a" or "the". The word kissa can mean "a cat" or "the cat", and hyllylle can mean "onto a shelf" or "onto the shelf". We translate it with "the" because it fits the context best in English.