Learn Finnish: Onko tämä se kallis esine, jota etsit? - Is this the expensive item that you are looking for?

The relative pronoun takes the partitive case because of the verb etsiä (to look for). In Finnish, certain verbs require their object to be in the partitive. Since the relative pronoun represents the item you are looking for, it must become jota.

What is the word se doing here? Doesn't it usually mean "it" or "that"?

Yes, but here it acts almost like the English word "the". Finnish does not have articles, but when a noun is followed by a defining relative clause (like "the item that you are looking for"), Finnish often puts se before the noun to point it out specifically.

Why is there a comma before jota?

In Finnish, a relative clause (a sub-sentence starting with a relative pronoun like joka or jota) must always be separated from the main sentence by a comma. This is a strict rule, whereas English often leaves the comma out.

Why is the word for "you" (sinä) missing before etsit?

The verb etsit already ends in -t, which clearly indicates the subject is singular "you". Because this verb ending makes the subject obvious, the pronoun sinä is usually dropped in Finnish.