Learn Polish: Muszą zaraz iść spać. - They must go to sleep right away.

The verb muszą is the "they" form of the verb musieć (to have to / must). In Polish, the ending of the verb tells us who is doing the action, so the pronoun oni or one (they) is usually dropped unless you want to add special emphasis.

Why are there two infinitives (iść and spać) in a row after the modal verb?

Just like in English, you can chain verbs together. The modal verb muszą (they must) needs an infinitive to complete its meaning, which is iść (to go). Then, iść is followed by another infinitive to express the purpose of going, which is spać (to sleep).

I always confuse zaraz and teraz. What is the exact difference?

It is a very common mix-up! Teraz means "now" (at this exact moment), while zaraz means "right away," "in a second," or "soon." If you say Muszą teraz iść spać, it means they must go to sleep now. With zaraz, it means they have to go to sleep in just a moment.

Could I put zaraz at the end of the sentence instead of in the middle?

Yes, Polish word order is quite flexible. You could absolutely say Muszą iść spać zaraz, but putting zaraz earlier in the sentence, right after the main verb, is very natural and places a little more focus on the urgency of doing it right away.