Despite looking like the Russian vowel И, the letter Й is a consonant.
It sounds like a very short version of И.
Practice with syllables
Words with this letter
Foreign word, Е sounds closer to the original, like Э, Л stays hard.
Д at the end sounds like Т.
Practice with a worksheet
Practice the hand-written Russian letter Й as well as the syllables and words listed above, with this worksheet: download the worksheet.