hello there!
"لي" means "to me" or "for me" so when you want to say something like " to do something to me" in arabic "ان تفعل شيئا لي"
it could also be used when you want to say that something is yours but only in the formal language.
on the other hand "عندي" means "to have" so when you want to say " I have..." you say "...انا عندي"