Moja siostra interesuje się historią, a ja wolę sport.

Because siostra is a feminine noun, so the possessive adjective must also be feminine.

• mój = my, masculine
• moja = my, feminine
• moje = my, neuter

So:

• mój brat = my brother
• moja siostra = my sister
• moje dziecko = my child

In this sentence, siostra is the subject, so it is in the nominative singular, and moja matches it in gender, number, and case.

Because interesować się is the normal Polish verb pattern for to be interested in.

It works as a reflexive-style verb:

• interesować się czymś = to be interested in something

So się is part of the verb expression and usually cannot be removed.

Examples:

• Interesuję się muzyką = I’m interested in music
• Interesujesz się sportem? = Are you interested in sport?
• Ona interesuje się historią = She is interested in history

Even though English does not use oneself here, Polish does use się.

Because interesować się requires the instrumental case.

The basic form is:

• historia = history

But after interesować się, it changes to instrumental:

• historią

So:

• interesować się historią
• interesować się muzyką
• interesować się polityką

This is one of the most important things to remember with this verb:
interesować się + instrumental.

Because woleć takes the accusative case, not the instrumental.

The pattern is:

• woleć + accusative = to prefer + something

Here the noun is sport, which is masculine inanimate. For many masculine inanimate nouns, the accusative singular looks the same as the nominative singular.

So:

• nominative: sport
• accusative: sport

That is why the form does not change.

Compare:

• wolę sport
• wolę film
• wolę ten film

But with a feminine noun, you would often see a visible change:

• wolę kawę from kawa
• wolę herbatę from herbata

A often connects two ideas that are being contrasted or compared, especially two different people or preferences.

In this sentence:

• moja siostra likes one thing
• ja prefer something else

So a works very naturally.

Roughly:

• i = and, simple addition
• a = and/but, with a contrast or change of topic
• ale = but, stronger contradiction

So:

• Moja siostra interesuje się historią, a ja wolę sport.
  = My sister is interested in history, and/as for me, I prefer sport.

Using ale would sound too strong here unless you wanted a sharper contrast.

Yes, a wolę sport is possible, because Polish verbs already show the subject.

• wolę = I prefer

So the ja is not grammatically necessary. It is included for emphasis or contrast.

Here it helps create the contrast:

• my sister likes history,
• I, on the other hand, prefer sport.

So ja is there mainly to stress the difference between the two people.

Wolę means I prefer.
Lubię means I like.

That difference matters:

• Lubię sport = I like sport
• Wolę sport = I prefer sport

Wolę usually implies a comparison, even if the second option is not stated directly.

For example:

• Wolę sport can suggest I prefer sport rather than history or rather than other things.

So in this sentence, wolę nicely contrasts with the sister’s interest.

On its own, interesować can mean to interest, but the reflexive form interesować się means to be interested in.

Compare:

• Historia interesuje mnie. = History interests me.
• Interesuję się historią. = I am interested in history.

In your sentence, the presence of się tells you it is the reflexive expression to be interested in.

Also, the subject is moja siostra, so:

• moja siostra interesuje się = my sister is interested in

Both verbs are in the present tense, but they are in different persons.

• interesuje się = 3rd person singular
  because the subject is moja siostra = my sister
• wolę = 1st person singular
  because the subject is ja = I

So:

• (ona) interesuje się = she is interested
• (ja) wolę = I prefer

This is very common in Polish: the verb ending tells you who the subject is.

Yes. Polish word order is fairly flexible, although the original version is the most neutral and natural.

Original:

• Moja siostra interesuje się historią, a ja wolę sport.

Other possible versions:

• Historią interesuje się moja siostra, a ja wolę sport.
• Moja siostra historią się interesuje, a ja wolę sport.
  This is possible, but less neutral and more marked.

Changing the order usually changes the focus or emphasis, not the core meaning.

For learners, it is best to treat the original sentence as the safest standard pattern.

A rough pronunciation guide:

• historią sounds approximately like hee-STO-ryon with a nasal ending

A few useful points:

• Polish stress is usually on the second-to-last syllable, so here the stress is on sto.
• The final ą is a nasal vowel. At the end of a word, it often sounds somewhat like on or om, depending on context.
• So historią is not pronounced exactly like English history-a.

You do not need perfect nasal vowels immediately, but it is good to notice that ą is different from plain a.

Się often comes after the verb, as in:

• interesuje się

That is the most common and neutral placement here.

However, Polish allows some movement of się in a sentence, depending on style and structure. For example, in longer sentences it may appear in slightly different positions. But for a learner, the safest pattern is:

• interesować się
• interesuję się
• interesujesz się
• interesuje się

So in practice, learn it together as a unit: interesuje się.

Yes. Both are nouns, but they behave differently because of the verbs before them.

• historia is a noun in the instrumental form: historią
• sport is a noun in the accusative form, which here looks the same as the basic form

So the sentence contains two different verb patterns:

• interesować się + instrumental
• woleć + accusative

That is a very typical thing in Polish: the verb controls the case of the noun that follows it.