Learn Finnish: Ankkuri on meressä, kun me emme purjehdi. - The anchor is in the sea when we do not sail.

In Finnish, you always put a comma between a main clause (Ankkuri on meressä) and a subordinate clause starting with kun (when). This is a strict punctuation rule in Finnish, even though we typically don't use a comma before "when" in English.

I usually see "at sea" translated as merellä. Why is it meressä here?

Merellä (using the adessive ending -llä) is used when talking about being out on the surface of the water, like traveling on a boat. Here, we use meressä (using the inessive ending -ssä) because the anchor is physically submerged inside the water.

Where does the d in purjehdi come from if the dictionary form is purjehtia?

This is consonant gradation. The verb purjehtia (to sail) has a t in the middle. When conjugated, the syllable closes and the strong t weakens to a d (as in minä purjehdin). The negative form uses this same weak stem, giving us emme purjehdi.

Could I drop the word me and just say kun emme purjehdi?

Yes, you absolutely can! Because the negative verb emme already clearly tells us the subject is "we", the pronoun me is optional. Including it just makes it sound a bit more emphatic.