Deze sjaal beschermt mijn hals tegen wind.

Deze means this.

Dutch has two forms for this:

• deze for de-words
• dit for het-words

Sjaal is a de noun: de sjaal.
So the correct form is deze sjaal.

Because deze already does the job of a determiner.

In Dutch, you normally do not combine deze with de. So:

• de sjaal = the scarf
• deze sjaal = this scarf

You choose one or the other, not both.

For the same basic reason as in English: a possessive replaces the article.

So:

• de hals = the neck / throat
• mijn hals = my neck / throat

You do not say de mijn hals, just like you do not say the my neck in English.

The infinitive is beschermen, meaning to protect.

In the present tense:

• ik bescherm = I protect
• jij beschermt = you protect
• hij/zij/het beschermt = he/she/it protects

Here, the subject is deze sjaal, which is grammatically third person singular, so the verb becomes beschermt.

Beschermen tegen means to protect against or to protect from.

In this sentence:

• mijn hals is the thing being protected
• wind is what it is protected against

So the structure is:

iets beschermt iemand/iets tegen iets
= something protects someone/something against something

Tegen is the normal preposition used with beschermen when you say what the danger or harmful thing is.

So:

• beschermen tegen regen = protect against rain
• beschermen tegen kou = protect against cold
• beschermen tegen wind = protect against wind

For an English speaker, the easiest match is usually against.

Both words can relate to neck, but they are not always used in exactly the same way.

• nek is the everyday word for neck, especially the back of the neck
• hals often refers more to the throat/neck area and can sound a bit more formal or anatomical

With a scarf, hals is quite natural, because a scarf covers the throat/neck area.
In everyday speech, some people might also say nek, depending on context.

Yes, both can be correct, but the nuance is slightly different.

• tegen wind sounds more general: protection against wind as a type of condition
• tegen de wind sounds more like the actual wind in a specific situation, and many learners will hear this more often in everyday speech

So this sentence is understandable as written, but tegen de wind may sound a bit more natural in many everyday contexts.

Yes. This is a straightforward main clause.

The order is:

• Deze sjaal = subject
• beschermt = finite verb
• mijn hals = direct object
• tegen wind = prepositional phrase

So Dutch is following the usual main-clause pattern where the finite verb comes in the second position. In this sentence, that happens to look very similar to English.

Sjaal starts with sj, which sounds like English sh.

A rough English approximation is shahl:

• sj = sh
• aa = a long vowel sound
• l at the end

So sjaal sounds roughly like shahl, though the Dutch vowel is not exactly the same as in English.

Yes, it is grammatical and easy to understand.

A few very natural alternatives you might also hear are:

• Deze sjaal beschermt mijn hals tegen de wind.
• Deze sjaal beschermt mijn nek tegen de wind.

So the original sentence is fine, but native speakers may often choose de wind and sometimes nek, depending on style and context.