He didn't give her what she wanted.中的what she wanted是宾语从句，作didn't give 的直接宾语，her是didn't give 的间接宾语。在宾语从句中，what 是wanted 的宾语。He didn't give her what she wanted.和He didn't give her the thing that she wanted.是同义句，但是句型结构不同：that she wanted 是定语从句， the thing 是先行词，that 是关系代词在定语从句中作 wanted 的宾语，that可以省略。引导宾语从句的what 有时可以译为“什么”，有时要用或者可以用其它词语表示，应该根据上下文来确定。例如：
Do you know what colour her bag is? 你知道她的书包是什么颜色吗？
Do you remember what he said yesterday? 你记得他昨天说的话吗？（或：你记得他昨天说说了什么吗？）
I want to know what the man did there. 我想知道该男子在那里做过的事情。（或：我想知道该男子在那里做过什么事。）