When I have to analyse sentences what do I have to look for?

When you analyse sentences you need to look for two things.
The first is what technical language we can use to describe the sentence, this may include explaining what type of sentence it is (compound, complex, simple, compound-complex, minor), or you could discuss the sentence function (imperative, interrogative, declarative, exclamative). You may go further by pointing out a clause within the sentence or a particular word class used.
The second part is to explain why you have chosen to look at the above and how this is of interest because of why the author may have chosen to use it. For example, you might comment on the simple imperative sentence "Stop that now." being used by the author to show the authority that the character speaking has over the person to whom they are speaking, you may go on to discuss how the lack of politeness strategies such as a "please" or "thank you" confirm your idea of an authoritarian relationship, even commenting on the adverb of time "now" adding to the urgency with which the command must be completed.