Learn Finnish: Älä astu ulos ilman hattua. - Do not step outside without a hat.

The word ilman (without) is a preposition that requires the word following it to be in the partitive case. Because of this rule, the basic word hattu becomes hattua.

Does ilman always come before the noun?

Usually, yes. ilman is generally used as a preposition, meaning it comes before the word it refers to, just like in English (without a hat = ilman hattua). You might occasionally see it used as a postposition after the noun (hattua ilman), but that is much less common and sounds a bit old-fashioned or poetic.

Why does the sentence start with Älä astu instead of Et astu?

This is a command (the imperative). When you tell a single person not to do something, you use the negative command word Älä (do not!) followed by the basic verb stem. Et astu is just a regular statement meaning 'You do not step'.

Why use ulos for 'outside' instead of ulkona?

Finnish uses different words for 'outside' depending on whether movement is involved. Because you are stepping into a new space (to the outside), you must use the directional word ulos. If you were already standing outside with no movement to a new place, you would use the stationary word ulkona.