Learn Turkish: Maalesef misafirler dün gelmedi. - Unfortunately, the guests didn't come yesterday.

It combines the verb root gel (come), the negative suffix -me, and the past tense suffix -di. Because gel has an e vowel, vowel harmony rules dictate that the negative suffix becomes -me (instead of -ma) and the past tense suffix becomes -di (instead of -dı).

Since the subject misafirler (guests) is plural, shouldn't the verb be plural too (gelmediler)?

You can say gelmediler, but it isn't required! In Turkish, when a plural subject is explicitly stated in the sentence (like misafirler), the verb is very often left in the singular form (gelmedi). Leaving the plural suffix off the verb here sounds completely natural to native speakers.

Why does maalesef have two 'a's, and how do I pronounce it?

Maalesef is a loanword from Arabic, which is why it has an unusual spelling. To pronounce the double 'a', you simply hold the "ah" sound a little bit longer than you would for a single 'a'.

Could I put dün at the very beginning of the sentence?