"My" is an English equivalent of the Italian word mio.
Specifically, the word functions as an adjective in its masculine singular form. It usually goes before the noun that it modifies. But it will follow when the speaker seeks to emphasize the "my-ness" of whatever or whomever is being referenced.
The pronunciation will be "MEE-o" in Italian.
Al mio amore in Italian is "To my love" in English.
Il mio papi in Italian means "my Dad" in English.
Nel mio studio in Italian means "in my study" in English.
"My pleasure!" in English is Piacere mio! in Italian.
Questo è il mio... in Italian means "This is my..." English.
"Mio figlio"
Mio tempo
"My diary" in English is il mio diario in Italian.
Te al mio fianco in Italian means "You by my side" in English.
Odio il mio ex! in Italian means "I hate my ex!" in English.
"My friend" in English is amico mio in Italian.
"This is my Dad!" in English is Questo è mio padre! in Italian.