Learn Finnish: Kun minä olen väsynyt, minä nukun.

Milloin is a question word used only for asking questions, like 'Milloin sinä nukut?' (When do you sleep?). When you are making a normal statement that connects two ideas, like 'When I am tired, I sleep', you must use the word kun instead.

Why is there only one 'k' in nukun (I sleep) when the basic verb is nukkua?

This happens because of a Finnish spelling rule called consonant gradation. When you add the -n ending to say 'I', it closes the syllable. This causes the strong double kk in the middle of nukkua to weaken into a single k.

Is it mandatory to say minä (I) twice in this sentence?

No, it is completely optional. The verbs olen and nukun already end in -n, which clearly tells the listener that 'I' am the one doing the action. Native speakers would often just drop the pronouns and say 'Kun olen väsynyt, nukun.'

What kind of word is väsynyt (tired)?

It acts as an adjective here. Even though it ends in -nyt (which is also used for past tense verbs you will learn later), here it simply describes your current state. You use it just like any other adjective with the verb olla (to be).