Learn Italian: Sono nato nel duemila. - I was born in the year two thousand.

In Italian, to express that you were born, you use the present tense of essere (to be) plus the past participle of nascere (to be born). You literally say "I am born" (sono nato). Verbs related to life events and changes of state typically use essere to form the past tense.

If a woman is speaking, does she still say sono nato?

No. Because this sentence uses essere as the helping verb, the ending of the past participle (nato) must match the gender of the speaker. A woman would change the ending to an "a" and say sono nata.

Why do we use nel before the year instead of just in?

When stating the specific year an event happened, Italian uses nel, which combines in + il (in the). You are literally saying "in the two thousand".

The word for one thousand is mille. Why is two thousand duemila?

The word mille has an irregular plural form: mila. For exactly one thousand, you use mille, but for two thousand or more, you attach the number directly to mila, making single words like duemila, tremila, and so on.