Learn Russian: Утром я пью немного кофе. - In the morning I drink a little coffee.

The infinitive of this verb is пить (to drink). It is highly irregular. When conjugated in the present tense, the vowel и drops out and is replaced by a soft sign (ь) to separate the consonant from the new ending. For я (I), the ending is -ю, creating пью.

Why does the sentence just use утром instead of a preposition for "in the morning"?

In Russian, you do not use a preposition like "in" for parts of the day. Instead, the noun changes its form to become an adverb of time. The base word is утро (morning), and changing it to утром automatically means "in the morning".

Shouldn't the word кофе change its ending because it comes after немного?

Normally, yes! Words expressing quantity like немного (a little) or много (a lot) require the following noun to change its ending (into the Genitive case). However, кофе is a borrowed foreign word. In Russian, most borrowed nouns that end in vowels like -е, -о, or -и are indeclinable, meaning they never change their endings no matter what the grammar demands.

How does the soft sign (ь) affect the pronunciation of пью?

The soft sign (ь) here acts as a separator. It tells you to pronounce the п as a soft consonant, followed by a distinct "yoo" sound for the ю. Without the soft sign, the letters would blend together more tightly, but here you hear a slight separation, making it sound like "p-yoo".