Where does “nja” come from?

nja (Albanian) comes from Proto-Albanian ainja, from Proto-Indo-European h₁éy- — he, this.

Ancestry of “nja”, step by step

Step	Language	Word	Meaning
1	Proto-Albanian	ainja	one
2	Proto-Indo-European	h₁éy-	he, this

nja — Etymology, Origin & Word History | Etymology Explorer