Die Windel ist nass, deshalb muss ich sie gleich wechseln.

Windel is a feminine noun in German, so its dictionary form is die Windel.

That affects other words in the sentence too:

• die Windel = the diaper
• later it becomes sie = it/her, because Windel is feminine

In German, grammatical gender is part of the noun and does not always match natural gender.

After sein (to be), German usually uses the adjective in its basic form, with no ending.

So:

• Die Windel ist nass.
• Das Kind ist müde.
• Der Boden ist kalt.

You get adjective endings when the adjective comes before the noun:

• die nasse Windel = the wet diaper

But after ist, it stays:

• Die Windel ist nass.

Deshalb means therefore, that’s why, or for that reason.

It introduces a result:

• Die Windel ist nass, deshalb muss ich sie gleich wechseln. = The diaper is wet, therefore I have to change it right away.

This is different from weil, which introduces the reason:

• Ich muss sie gleich wechseln, weil die Windel nass ist. = I have to change it right away because the diaper is wet.

A key grammar difference:

• with deshalb, the verb still behaves like it does in a normal main clause
• with weil, the conjugated verb usually goes to the end of the clause

Because deshalb takes the first position in the clause, and in a German main clause the conjugated verb must come second.

So the structure is:

• deshalb = position 1
• muss = position 2
• ich = after the verb

That is why you get:

• Deshalb muss ich ...

This is a very common German word order pattern:

• Heute gehe ich nach Hause.
• Dann rufe ich dich an.
• Deshalb muss ich ...

Even though ich is the subject, it does not have to come first.

Muss is the 1st person singular form of müssen, which means must, to have to.

Conjugation of müssen:

• ich muss
• du musst
• er/sie/es muss
• wir müssen
• ihr müsst
• sie/Sie müssen

So muss ich means I must / I have to.

Here sie means it, because it refers back to die Windel, and Windel is a feminine noun.

German pronouns match the grammatical gender of the noun:

• der Tisch → ihn
• die Windel → sie
• das Buch → es

So in this sentence:

• sie = the diaper

Even though sie can also mean she or they, the context makes it clear here that it means it.

Because wechseln takes a direct object, so the pronoun must be in the accusative case.

For a feminine noun:

• nominative: sie
• accusative: sie
• dative: ihr

In this sentence, the diaper is the thing being changed, so it is the direct object:

• ich wechsle die Windel
• ich wechsle sie

You would use ihr only if the verb required a dative object.

Because muss is a modal verb, and modal verbs send the main verb to the end in the infinitive.

So:

• ich wechsle sie = I change it
• ich muss sie wechseln = I have to change it

This is a standard pattern in German:

• Ich kann Deutsch sprechen.
• Wir wollen nach Hause gehen.
• Er muss heute arbeiten.

Here:

• muss = conjugated modal verb
• wechseln = infinitive at the end

Here gleich means something like:

• right away
• in a moment
• soon
• immediately (depending on context)

So ich muss sie gleich wechseln means:

• I have to change it right away or
• I need to change it in a moment

In everyday German, gleich often refers to the near future, not necessarily this exact second.

For example:

• Ich komme gleich. = I’m coming in a moment.
• Wir essen gleich. = We’re about to eat soon.

Yes, gleich can move around somewhat, though some positions sound more natural than others.

In your sentence:

• ..., deshalb muss ich sie gleich wechseln.

This is very natural.

You could also hear:

• ..., deshalb muss ich gleich sie wechseln. → not natural
• ..., deshalb muss ich gleich die Windel wechseln. → natural
• ..., deshalb muss ich sie sofort wechseln. → also natural, with a stronger sense of immediacy

So gleich usually goes before the infinitive or before the object + infinitive group in a natural way:

• ich muss gleich gehen
• ich muss die Windel gleich wechseln

Because the sentence has two main clauses:

1. Die Windel ist nass
2. deshalb muss ich sie gleich wechseln

In German, two main clauses are often separated by a comma, especially when linked by words like deshalb.

So the comma helps show the pause and the structure:

• The diaper is wet, therefore I have to change it right away.

You may also see this written with a semicolon in English, but in German the comma here is normal and common.

Yes, that is also grammatically correct, but it changes the emphasis a little.

Compare:

• Die Windel ist nass, deshalb muss ich sie gleich wechseln.
  • emphasis on therefore / for that reason
• Ich muss sie deshalb gleich wechseln.
  • still correct, but now ich is in first position and deshalb comes later

German often allows several word orders, but the item in the first position often gets more emphasis or serves as the starting point of the clause.

So the original version is especially good if you want to highlight the logical connection:

• The diaper is wet, so...

Yes, wechseln is the normal general verb for to change.

For diapers, German commonly says:

• eine Windel wechseln = to change a diaper
• das Baby wickeln = to diaper / to change the baby

So this sentence is perfectly natural. Depending on context, a speaker might also say:

• Ich muss dem Baby die Windel wechseln. = I have to change the baby’s diaper.
• Ich muss das Baby wickeln. = I have to change the baby.

Your sentence focuses directly on the diaper as the thing being changed.