There is a subtle difference in meaning.

**Please, help me *to understand* this**

Means, literally, ‘please get involved in my *process* of understanding (the ‘learning activity’ involved in being able *to understand’* - this).  

It means ‘assist me in my journey of becoming someone who already understands’ or ‘is able *to understand*’ whatever it is).


**Please, help me understand *this*.**

Focuses more on the *topic* that is desired to be understood. Whatever ‘this’ is, in the discussion.

It means ‘please help me understand *the topic* - ‘cooking pancakes’ or ‘bevelling marble’ or ‘arranging tulips’ etc.

**Examples ‘*to understand’:***

 - ‘Professor - can you please help me *to understand* this  trinomial equation method?’ (a process) ‘Yes, you must add a, b, then c’.
 - to bus conductor ‘can you please help me *to understand* this?’ - pointing at bus map - process of how to use it. ‘What are the yellow lines? And what do the green lines represent?’ (process) ‘Yellow lines are day buses, green are night’
 - ‘Can you help me to understand how I get to haberdashery via art supplies and fashion, in this department store, please? (‘Help me with my process’) ‘Up to 1st floor Haberdashery, right through Art, take the list to 3rd for fashion’.

So, the answer will ‘guide your journey’ or process. In *becoming* a person who is able ‘to understand’.

**Examples ‘understand *this*’:**

 - Can you help me understand *this*? (Pointing at lumpy pancake batter) ‘well you put your milk in too soon. Should have mixed the eggs first. That’s why *this* is so lumpy!’ (Focus is on ‘this’ - the batter)

 - Can you help me understand *this*? (Pointing at rough edge of marble bevel) ‘well you’ve got your chisel at the wrong angle! That’s why *this* is all rough!’ (Focus is on ‘this’ - the marble)

 - Can you help me understand *this*? (Pointing at droopy tulips) ‘Well, you didn’t pierce the ends with a pin before putting them in the vase, did you? That’s why *this* wilting has happened!’ Focus is on ‘this’ - the tulips)

https://medium.com/@english_grammar/how-to-use-preposition-in-english-grammar-on-at-in-of-for-2fdb11e80029]
Look at the definition of ‘to’.