This sentence is not completely wrong (syntactically), but is odd. This is written in the passive voice, active will be: Someone explained me a new rule, or A new rule was explained to me. The active sentence has two objects- Indirect and Direct(the new rule) Direct object is usualy the subject of the passive construction, not an indirect object..
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AnonymousI was explained a new rule.This sentence seems to be wrong. Am I right?Yes, you are right. A preposition is needed with explain: He explained to me what had happened. Because of that, I cannot be used as the grammatical subject of your sentence.