möchten - dürfen - müssen - sollen - wollen

QuestionAnswer
I want (to)
ich will
also the wedding vow
I want to work.
Ich will arbeiten.
I don't want to work.
Ich will nicht arbeiten.
You never want that.
Das willst du ja nie.
would like to
möchten
A much politer version of 'wollen'. Usually kids when they start speaking, say 'Ich will ...!' and mothers correct them to say 'ich möchte'.
I would like to
ich möchte
I would like to eat something.
Ich möchte etwas essen.
Would you like to drink something? (polite)
Möchten Sie etwas trinken?
I don't want this. (polite)
Ich möchte das nicht.
to be allowed to
dürfen
May I...?
Darf ich ...?
I am not allowed to eat anything now.
Ich darf jetzt nichts essen.
the cinema
das Kino
May I go to the cinema?
Darf ich ins Kino gehen?
Remember:

in + das = ins

in das Kino only in the case scenario that there were several cinemas and you got permission let's say for the one on the right and you are pointing to the one on the left asking 'Can't I go to that one'...

to have to / to be obliged to
müssen
I have to eat something now.
Ich muß jetzt was essen.
etwas = was (in colloq.)
You don't have to drink that
Du mußt das nicht trinken.
You don't have to drink that if you don't want to.
Du mußt das nicht trinken, wenn du nicht willst.
if - wenn
Do I really have to do this?
Muß ich das wirklich machen?
You are not allowed to drink this.
Du darfst das nicht trinken.
shall
sollen
Shall I bring you a coffee? (polite)
Soll ich Ihnen einen Kaffee bringen?
to help
helfen
Shall I help you?
Soll ich Ihnen helfen?
You can use this sentence, but there is another one which is more typically used:

Kann ich Ihnen behilflich sein? - lit. Can I be helpful to you?

Shall I give the apple to the woman?
Soll ich der Frau den Apfel geben?
You shouldn't do this.
Du sollst das nicht machen.

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