Learn Russian: Что это? Это машина.

Что means "what" and is used to ask about inanimate objects, like a car (машина). If you were asking about a living being, like a person or an animal ("who"), you would use Кто.

Why does Что sound like it starts with an "sh" sound?

This is a very common pronunciation exception you just have to memorize. Even though it is spelled with the letter ч (which usually makes a "ch" sound), the word что is pronounced as "shto".

Where is the verb "is" in both of these sentences?

Russian almost always skips the verb "to be" (am, is, are) in the present tense. Что это? literally means "What [is] this?", and Это машина means "This [is] car."

Why isn't there a word for "a" before машина?

Russian doesn't have articles like "a", "an", or "the". The word машина can mean "car", "a car", or "the car" depending on what makes sense in the conversation.