Even though you didn't bold the noun clauses, it is still obvious which ones they are in these sentences.
1. The noun clause is <em>what I saw in the closet. </em>The function that this noun clause performs is subject. Subject of a sentence is what performs a particular action - in this case, the subject (or the entire noun clause) has left the narrator speechless. If it's confusing, you can replace the clause with a simple pronoun <em>it - </em>It left me speechless, and then it's easier to see it is indeed a subject.
2. The noun clause is <em>how to swim. </em>The function that this noun clause performs is direct object. Direct objects answer the questions <em>whom </em>or <em>what - </em>in this case, you can simply ask - What did I learn when I was six? And the answer would be that entire noun clause - <em>how to swim. </em>
3. The noun clauses here are <em>what my conscience was telling me </em>and <em>what I wanted to do. </em>The function that these noun clauses are performing is object of a preposition. Object of a preposition is really easy to spot - it is a word, phrase, or an entire clause which is located right after a preposition. In this example, the word <em>between </em>is a preposition, and the clauses following it are its objects.
4. The noun clause here is <em>what kept me awake all night. </em>The function that this noun clause performs is predicative nominative. A predicative nominative is a noun, a noun phrase, or a noun clause that is found after a linking verb in a sentence. A linking verb connects two parts of a sentence - here, that verb is <em>is </em>and the clause following it is its nominative.