This is the 438th most frequent Italian word.
nei
"Nei" means "in the" (masculine plural) in English.
'Nei' is a contraction of 'in' (in) and 'i' (the plural definite article for masculine nouns), used here to mean 'into the' and introduces the phrase 'troubles'.
Sono caduto nei guai.
I got into trouble.
Here, 'nei' similarly combines 'in' with the definite article 'i', indicating a location, specifically 'in the woods'.
Ci sono molti animali nei boschi.
There are many animals in the woods.
In this case, 'nei' precedes 'miei ricordi', translating to 'in my memories', signifying the sense of finding solace within one's thoughts.