I'm following a Russian language course for beginners (for I am one) on Youtube .
Here is some example dialog about interrogative words and negation :
Чьё это пальто ? Я не знаю , чьё это пальто .
My problem :
This use of the comma seems very odd to me, and I'm wondering whether I should learn it as a syntax / punctuation rule for the use of commas in the Russian language.
In French, my mother tongue, I would say
À qui est cette veste ? Je ne sais pas à qui est cette veste.
In English, I am not completely certain but this :
Whose coat is this ? I don't know whose coat this is.
sounds much better than :
Whose coat is this ? I don't know, whose coat this is.
My reasoning :
For me it seems logical not to have the comma because the part "чьё это пальто." in the answer is the "direct object" of the action "Я не знаю", as I understand it in French and English.
I know Russian sometimes constructs sentences in a much different way, so any advice, short or long, will be much appreciated !
Thank you in advance, and of course please feel free to correct me on my English sentence if it's wrong. And for my use of commas in general ^_^ .
Notes:  Full Russian language course for English speakers produced years ago on videotapes and archived by some American language school. Question for moderators : should I provide a link or would it be advertisement ?