sei
'sei' is a part of the verb 'essere', which looks like this in conjugation:
essere | (to) be, being |
(io) sono | I am |
(tu) sei | you are |
(lui/lei/Lei) è | he/she/it is (+ you are) |
(noi) siamo | we are |
(voi) siete | you are (plural) |
(loro) sono | they are |
The rather odd configuration of line 3 is because Italian has a polite form of address, for people you don't know, the elderly, your boss etc. Basically, to be polite you use the third person, which takes a little getting used to. Here 'lui' means 'he', 'lei' means 'her' and 'Lei' is the polite form for 'you'. In fact, 'lei' without a capital letter can mean the polite form too, as if it wasn't already confusing enough. Incidentally, Mussolini apparently wanted people to stop using the word 'Lei' in this way, because he thought it sounded effeminate, which didn't tie in too well with the whole fascist ethos.
You can see that for 'I am' and 'they are' the same word, 'sono', is used. You probably think that's fine because you've got the words 'io' and 'loro' to distinguish between them, but in fact the words in brackets (subject pronouns if you're interested) aren't used the same way as in English - they're mostly not used. You do use them for emphasis, for example, but you don't actually come across them too often. So with 'sono' you have to work the meaning out from the context.
Ok, so we've got the word 'sei' and you can see that it means 'you are', which could potentially make you scratch your head, seeing as that means that so far we have something like "Our Father, who you are [in heaven]" and that is a funny sort of a translation. It might comfort you to know that it actually corresponds quite well with the more traditional version of the Lord's Prayer, "Our Father, who art in heaven", 'thou art' being the old familiar form, which you can see used sometimes in insults*. The more modern translation "Our Father in heaven", I imagine, is a workaround for the fact that "who are in heaven" sounds pretty odd, even though it makes sense linguistically speaking because it's the Father who's addressed. Incidentally, I hope you noticed that we don't use the polite form for God, who's our Father (or Dad, or Abba). We also don't use it for Mary, our mother, or the saints, our brothers.
nei
Ok, this is getting a little long, but I don't want to do another instalment on the first line, so here goes:
a - to
da - from
in - in
On the left, all the Italian prepositions in the Padre Nostro, on the right a simple translation. No need to explain what a preposition actually is I think. I should point out though that the translations are a gross over-simplification because prepositions are one of the most bewilderingly unpredictable parts of most languages. You have only to think of the phrase "What's on telly?" to grasp this.
Not done though. Have a look at this:
+ il | + i | + la | + le | |
a | al | ai | alla | alle |
da | dal | dai | dalla | dalle |
in | nel | nei | nella | nelle |
You can see what's going on - if, in Italian, you have an 'in', next to an 'i', you get 'nei', so 'nei cieli' means "in the heavens". It's not really that difficult once you get used to it, although if you saw the list of how all the articles combine with all the relevant prepositions, you might panic.
Lest I forget, I should point out that Italians use the definite article in different places to us, though I don't think it's worth going into detail. Also, as in the Greek original, in Italian, the word for 'sky' and 'heaven' is the same.
* "Thou whoreson zed! thou unnecessary letter!" - King Lear, "Come and get one in the yarbles, If you have any yarbles, You eunuch jelly thou." - A Clockwork Orange