That, which and who: ש

ש she- joins a whole clause to what comes before it, written on the clause's first word (One-letter words). It is "who", "which" and "that" in one, and unlike English "that" it is never left out. In pointed text it is שֶׁ and doubles the next letter.

• הַסֵּפֶר שֶׁקָּנִיתִי
  hasefer shekaniti
  the book (that) I bought
• הָאִישׁ שֶׁגָּר פֹּה
  ha'ish shegar po
  the man who lives here

Formal Hebrew uses the word אֲשֶׁר asher the same way.

The preposition stays behind

When the noun goes with a preposition in the clause, the preposition stays in the clause with an ending for the noun: "the city that we lived in it".

• הָעִיר שֶׁגַּרְנוּ בָּהּ
  ha'ir shegarnu ba
  the city we lived in
• הֶחָבֵר שֶׁדִּבַּרְתִּי אִתּוֹ
  hekhaver shedibarti ito
  the friend I talked to
• הָאִשָּׁה שֶׁהַבַּת שֶׁלָּהּ לוֹמֶדֶת אִתִּי
  ha'isha shehabat shela lomedet iti
  the woman whose daughter studies with me

That after verbs

After verbs of saying, thinking and knowing, ש brings in what is said or thought. The verb in it keeps the tense the speaker used, so "he said he was tired" is "he said that he is tired".

• אֲנִי חוֹשֵׁב שֶׁזֶּה רַעְיוֹן טוֹב.
  ani khoshev sheze ra'ayon tov
  I think that's a good idea.
  a man speaking
• הוּא אָמַר שֶׁהוּא עָיֵף.
  hu amar shehu ayef
  He said he was tired.

מָה שֶׁ and מִי שֶׁ

מָה שֶׁ ma she- is "what" in the sense "the thing that", and מִי שֶׁ mi she- is "whoever, the one who".

• זֶה בְּדִיּוּק מָה שֶׁרָצִיתִי.
  ze bediyuk ma sheratsiti
  That's exactly what I wanted.
• מִי שֶׁרוֹצֶה יָכוֹל לָבוֹא.
  mi sherotse yakhol lavo
  Anyone who wants to can come.