In rapid speech, when one word is linked with the next, sounds cluster together. Some sounds are lost, some are added, some shift to different words, some change, and some are spoken almost simultaneously.
Most sound changes are too complex to learn consciously, but many of these changes will occur automatically if you make an effort to blend or link together words in the same thought group.
A few of the more useful rules for linking follow. These guidelines will help not only your pronunciation but also your comprehension of native speaker speech.
When consecutive words in the same thought group end and begin with the same consonant sound, the sound is held or lengthened, not pronounced twice.
When consecutive words in the same thought group end and begin with similar consonants (made in the same part of the mouth), combine the two sounds into one.
When a word begins with a vowel sound, borrow the final consonant sound from the previous word in the same thought group.
Stop consonants-- /p/ and /b/, /k/ and /g/, and /t/ and /d/-- at the ends of words are spoken at almost the same time as the first consonant sounds in the next words. Hold the stop until you are ready to say the next sound.
Adapted from L Grant, "Well Said" 2nd Ed.