Learn Hardcore Esperanto: Mi manĝas panon.

In Esperanto, the -n ending indicates the direct object of the sentence. Since pano (bread) is what is being eaten, it becomes panon to show it is the direct object.

Is there an indefinite article in Esperanto, like "a" or "an" in English?

Esperanto does not use an indefinite article at all. So you simply say pano without any equivalent of "a" or "an."

Why is the verb manĝas used instead of manĝi?

The form manĝas is the present tense form of the verb manĝi (to eat). Whenever you describe an action happening now, you use the -as ending: mi manĝas (I eat).

Do we always have to use the -n suffix on direct objects?

Yes, the direct object in Esperanto takes the -n suffix. However, in some cases, word order can clarify meaning without the -n, but standard grammar rules say that direct objects should have the -n.