Learn Russian: Я очень люблю утро.

In English, we usually put "very much" at the end of the sentence. In Russian, adverbs like очень normally go right before the word they describe. Since you are emphasizing how much you love something, очень sits directly in front of люблю.

Why didn't the ending of утро change since it is the direct object?

You are thinking of the Accusative case, which changes the endings of feminine nouns when they are the direct object (like changing вода to воду). However, утро is a neuter noun. Neuter nouns and inanimate masculine nouns do not change their endings in the Accusative case, so it stays exactly the same.

Can I use утро to say that something happened "in the morning"?

Not exactly! In this sentence, утро is a noun meaning "the morning" (the thing you love). If you want to use it as a time expression to say when something happens (like combining it with вчера or завтра), you need the form утром. For example, завтра утром means "tomorrow morning".

Why does the о at the end of утро sound like an "a"?

In Russian, the letter о only makes a clear "oh" sound when the word stress falls on it. In the word утро, the stress is on the first letter. Because the final о is unstressed, it is pronounced like a quick, relaxed "a" or "uh" sound.