〜なさい
do it (an instruction from a parent or teacher)
Verb ます-stem + なさい
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なさい after the ます-stem gives an instruction from above: 早く寝なさい, "go to bed now". It's what parents say to children and teachers say to students, and it's what you'll read in exam instructions: 正しいものを選びなさい, "choose the correct answer".
It's firmer than てください and softer than the plain command (寝ろ). Because it assumes authority, don't use it to people above you or to strangers.
In casual speech the さい often drops: 早く寝な, "go to bed". The irregular verbs are regular here: する → しなさい, 来る → 来なさい.
It comes from なさる, the respectful する, which is why it still sounds a little polite.
Examples
もう九時だよ。早く寝なさい。
It's nine o'clock. Go to bed now.
正しい答えを選びなさい。
Choose the correct answer.
野菜もちゃんと食べなさい。
Make sure you eat your vegetables as well.
ゲームはやめて、宿題をしなさい。
Stop playing games and do your homework.
次の文を読みなさい。
Read the following sentence.
ちょっと待ちなさい。
Hold on a moment.