1. Jorge se lo da.
A direct object is the object that receives the verb. In this sentence (Jorge gives a gift to his mother), the verb is "gives." What does Jorge give? A gift. Thus, gift is the direct object. An indirect object is someone who receives the direct object. Who receives the gift (the direct object)? Jorge's mom. So, she is the indirect object.
To change the direct object to a pronoun, you must first know the gender of the object. "Regalo" is masculine, so the corresponding direct object is "lo."
To change the indirect object to a pronoun, you usually use the word "le." However, when "le" and "lo" come next to each other in a sentence, you must then change "le" to "se" (You will thus never say "le lo," but instead "se lo").
2. Yo quiero darselo.
In this sentence (I want to give a gift to my sister), the verb we are focusing on is "give." What do I want to give? A gift (the direct object). Who do I want to give it to? My sister (the indirect object).
Like the prior answer, since "regalo" is masculine, its corresponding pronoun is "lo," thus changing the indirect object pronoun from "le" to "se."
