Learn Italian: C'è un segnale nella sabbia, ma non è niente di prezioso. - There is a signal in the sand, but it is nothing precious.

In Italian, when you want to describe an indefinite word like niente (nothing) or qualcosa (something) with an adjective, you have to connect them with the preposition di. That is why "nothing precious" translates to niente di prezioso.

Would the ending of prezioso change to preziosa if it referred to a feminine noun?

No, it would not. When an adjective follows niente di or qualcosa di, it always takes the default masculine singular form (ending in -o). It does not change to match the gender of other nouns in the sentence.

Why does the sentence say non è niente? Doesn't that mean "it is not nothing"?

Italian uses double negatives, which is perfectly correct grammar here. When niente (nothing) comes after the verb, you must put non before the verb. Together, non è niente simply means "it is nothing" or "it isn't anything".

Why is "in the sand" written as nella sabbia instead of in la sabbia?

Italian combines the preposition in with definite articles like la (the) to make one smooth word. Here, in + la becomes nella. You will never see in la written as two separate words.