Learn Italian: Forse ho un problema. - Maybe I have a problem.

In Italian, you usually leave out the subject pronoun (like io for "I") because the verb itself already tells you who is doing the action. Ho can only mean "I have," so the io is left out unless you really need to emphasize it.

How do you pronounce ho? Do I pronounce the "h"?

No, the letter "h" is always silent in Italian! You pronounce ho exactly like the vowel "o". The "h" is just there in writing to show that it is the verb "I have" and not the word o (which means "or").

Why is it un problema? Doesn't the -a ending mean it should be feminine (una problema)?

This is a very common trap! While most Italian nouns ending in -a are feminine, there is a special group of words ending in -ma that are actually masculine. Because it is masculine and starts with a normal consonant, it takes the masculine article un. Other common examples are un programma (a program) and un sistema (a system).