Then -- The Greek word for "then" means "at this time" or "then". 

shall -- This helping verb "shall" indicates the verb is in the future tense. Helping or auxiliary verbs are needed to translate the Greek verb forms into English.

they -- This is from the third-person, plural form of the verb.

begin -- (CW) "Shall they begin" is from a verb in the form of an adjective that means "to be first", "to begin" and "to make a beginning", "to rule", "to govern" and "to command".  The two meanings, "to start" and "to command" create different meanings when paired with the following verbs.  The form is someone acting on themselves, so "make a start for yourself" or "command yourself".  It is in the future tense. This word doesn't mean "begin" in this situation. 

to -- This "to" is added to create the infinitive form of the following verb.

say -- The word translated as "to say" is the most common word that means "to say" and "to speak", but it also means "to teach", which seems to be the way Christ uses it more frequently. It also has many ancillary meanings such as "to count" ("to number" or like we might say, "to recount" a story) or "to choose for yourself". The form is an infinitive.

to -- This word "to" comes from the indirect object form of the following word that requires the addition of a preposition in English. The most common is a "to" for the English indirect object.

the  -- The word translated as "the" is the Greek definite article, "the", which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this", "that", "these", "those") than the English "the". See this article for more. 

mountains -- The word translated as "to the mountains" means "mountain" or "hill" but it could also be the word which means "mule". The word is in a form of an indirect object, which is where the "to" comes from. It is preceded by an article, "the".

Fall -- "Fall" is translated from a Greek word that means "to fall" and "to fall down". It is the root word for dozens of Greek terms involving moving from a higher state to a lower one. Like our word "to fall" it has a number of special meanings including "to fall into a given class", "to prostrate", "to fall from power", "to perish", and so on.  Here, it is in a non-standard form of a command or request.

on -- The word translated as "on" means "over", "upon", "against", "before", "after", "during", "by" or "on". 

us-- "Us" is the 1st person, plural, accusative pronoun. Jesus only uses this pronoun in seven verses, most often in the Lord's Prayer.

and - The Greek word translated as "and" is used as the conjunction "and", but it also is used to add emphasis ("also"). In a series, it is can be translated as "not only...but also". After words implying sameness "as".

to -- This word "to" comes from the indirect object form of the following word that requires the addition of a preposition in English. The most common is a "to" for the English indirect object.

the  -- The word translated as "the" is the Greek definite article, "the", which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this", "that", "these", "those") than the English "the". See this article for more. 

hills --  "To the hills" is a Greek noun used only by Jesus here that means "hill", "mound", "heap of stone", "clot of blood" and "altar". 

Cover -- "Cover" is a word that means to "cover", "hide" and has the sense of to "cover with dishonor". It is a participle ("covering") in the past that is in the form that indicates something acting on itself, (has covered itself).

us -- "Us" is the 1st person, plural, accusative pronoun.  Jesus only uses this pronoun in seven verses, most often in the Lord's Prayer.