Som, they sound with 'y' in these cases:

-when they are at the begining of a word,

-when they go after any vowel,

-after "й",

-after "ь" and "ъ".

If they go after any consonant, they make this consonant soft and don't sound like a vowel with 'y'. For example, in words "тётя", "мягкий", "твёрдый" and many others...

Why? Misha's answer "Just because" is the most applicable one taking in consideration how long ago the language had been created :)

I am afraid that we have to wait for an answer of Drasvi as I really don't know how to answer this kind of questions and he does. You know, Som, when I learned Hebrew and asked different questions I would sometimes get the same answer: just because)))

Actually "Nerd" describes me rather well, I even have two tee shirts boldly proclaiming that label 😁

<em style="color: rgb(230, 0, 0);">This y-glide seems to be the usual way to explain broad and slender consonants, but I don't think it's very helpful, or accurate. I think I have a better way to explain it.</em>

<em style="color: rgb(230, 0, 0);">Here's something for you to try: say the English words "mean" and "moon". On the face of it, these seem to begin with the same consonant sound, and we might transcribe them phonemically /miːn/ and /muːn/. But listen more carefully, feel the position of your lips and tongue as you articulate them: you will notice that, in the former, as you pronounce the "m", your mouth has already assumed the position necessary for articulating the following "ea"; while in the latter, the following "oo" is anticipated in the articulation of the "m". This can be shown in phonetic notation: [mʲiːn] and [mˠuːn]. If you pronounce "m/ean", dropping the "ean", but maintaining its effect on the remaining "m", the result is [mʲ], or a perfect Irish slender "m", as in "mear". Likewise if you simply drop the "oon" of "m/oon", you are left with [mˠ], the broad "m" of Irish, as in "mar". These two m sounds, [mˠ] and [mʲ] are not recognised as distinct sounds in English, they are allophones of the phoneme /m/, so it is not easy for an English speaker to hear the difference. But in Irish they are distinct phonemes and can occur in the same environments, as in "mar" and "mear".</em>

<em style="color: rgb(230, 0, 0);">You can do the same with "f": say "food" and "feed", notice how the secondary articulation of the "f" differs in the two words, isolate those sounds and you have Irish broad and slender "f". With broad non-labial consonants the "oo" element is less pronounced, and it is more like the mouth is ready to pronounce an "a" sound. Try with "nap" and "neep": broad and slender single "n" (the double "nn" goes beyond English phonology).</em>

"<em>This way we can say that "y" is already "hiding" in your мь.</em>" ...and indeed: when English speakers say "mya", "tya" (3 sounds) instead of "мя", "тя" (2) it is easy for us to get accustomed to this.

When you say soft [t'] or [n'] the tip of your tongue is touching your lower incisors. It is a bit similar to Spanish ñ [ɲ]... but your tongue is touching your alveolae.

I would even insist that it is impossible to say English "t" and Russian "и" in a row (or Russian [t'] and English "ee"). You will always have a third sound in between, as your tongue is shifting to a new position.

I think if you master Russian и you'll have to pronounce soft consonants properly.