Learn Hardcore Finnish: Kun olen jo nukkumassa, käytävästä kuuluu askeleita. - When I am already going to sleep, footsteps can be heard from the corridor.

Kun introduces a time clause meaning when (sometimes while). Finnish typically separates a subordinate clause from the main clause with a comma:

Kun olen jo nukkumassa, = When/while I’m already (in the process of) going to sleep,
käytävästä kuuluu askeleita. = footsteps can be heard from the hallway.

So the comma marks the boundary between the when-clause and the main clause.

What exactly does olen nukkumassa mean, and why not just nukun?

olen nukkumassa is the structure olla + -massa/-mässä, which commonly expresses being in the middle of an action or being in a situation where the action is about to/ongoingly happen. It’s often like English be sleeping / be going to sleep depending on context.

nukun = I sleep / I am sleeping (simple present; can describe a general state or current action)
olen nukkumassa = emphasizes the process/situation: I’m (already) in bed and falling asleep / I’m in the act of sleeping

In this sentence, it strongly suggests: I’m already settling in to sleep / just about asleep.

Why is it nukkumassa and not nukkumaan?

The difference is case and meaning: