Learn Spanish (Latin America): Nadie en particular me lo dijo.

When a negative word like nadie (nobody) comes before the verb, you do not use no. If you put nadie after the verb, you must use a double negative: No me lo dijo nadie. Both structures are correct and mean the same thing, but putting nadie at the beginning is slightly more direct.

What exactly do me and lo stand for in me lo dijo?

These are double object pronouns placed right before the conjugated verb. Me is the indirect object meaning "to me," and lo is the direct object meaning "it." In Spanish, the indirect object always comes first, so me lo dijo literally translates to "to me it told" (told it to me).

Is en particular a fixed phrase, or could I use an adverb like particularmente?

En particular is a set phrase that works exactly like the English "in particular." While particularmente (particularly) is a real word, using the phrase nadie en particular is the most natural and common way to express this idea in Spanish.

Why is the verb in the preterite tense (dijo) instead of the imperfect (decía)?