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They're actually saying "my nigga"
"Nigga" being a shorthand for "nigger" which has been a largely used derogatory term for black people since the 16th century in America. During the civil rights movement many black individuals co opted this slur as there own. The phrase is rather similar to saying "my brother", another phrase common amongst post-civil rights black men, this is largely used by them to represent the tight brotherly bond those of the race feel for each other. Nowadays it has been (somewhat controversially) been more generalized to simply refer to any person and is not uncommon to here a black man refer to a good white friend as "nigga" too.
I hope this cleared up the confusion
