Niko ne zna gde je moj ključ.

In Serbian, this is the normal pattern. Serbian uses negative concord, which means that if you use a negative word like niko (nobody), the verb is also negative: ne zna (does not know).

So:

• Niko ne zna = Nobody knows
• Not Niko zna

This is different from standard English, where nobody knows usually has only one negative word.

Niko means nobody or no one.

It is the negative form corresponding to neko (someone).

Compare:

• Neko zna. = Someone knows.
• Niko ne zna. = No one knows.

The base form is znati, meaning to know.

Zna is the 3rd person singular present tense form, so it means:

• he/she/it knows

In this sentence, it matches niko, which is grammatically singular:

• Niko ne zna = Nobody knows

This is normal Serbian word order for an indirect question:

• gde = where
• je = is
• moj ključ = my key

So literally it is where is my key.

Serbian word order is more flexible than English, but gde je moj ključ is the most natural neutral order here.

Because je is a clitic in Serbian. Clitics are short unstressed words that usually go in the second position of their clause.

In the clause gde je moj ključ:

• first element: gde
• clitic in second position: je

That is why je comes immediately after gde.

Because ključ (key) is a masculine noun, and the possessive adjective must agree with it.

So:

• moj = masculine singular
• moja = feminine singular
• moje = neuter singular

Since ključ is masculine, the correct form is:

• moj ključ = my key

Ključ is in the nominative singular.

That is because in the embedded clause gde je moj ključ, ključ is the subject of the verb je:

• moj ključ je... = my key is...

Even though the whole sentence means Nobody knows where my key is, inside that smaller clause, my key is still the subject, so nominative is used.

Serbian does not use articles like English a and the.

So Serbian simply says:

• moj ključ = my key

The meaning is understood from context. In this sentence, English naturally says my key, but Serbian does not need an article at all.

Yes, depending on the regional standard.

• gde is standard in Serbian
• gdje is used in some other South Slavic standards and also in some regional speech

For learners of standard Serbian, gde is the form to focus on.

Ključ is pronounced approximately like klyooch.

A few details:

• č sounds like ch in church
• lj is a soft sound, somewhat like the lli in million for many English speakers
• the whole word is one syllable cluster followed by -uč

So ključ is roughly:

• klyooch

In standard Serbian, niko is the usual form.

Nitko is used in Croatian, not standard Serbian. So if you are learning Serbian, use:

• Niko ne zna gde je moj ključ.

It can be written in both scripts. Serbian officially uses both.

Latin:

• Niko ne zna gde je moj ključ.

Cyrillic:

• Нико не зна где је мој кључ.

Both mean exactly the same thing.