The most difficult part in studying Russian is to learn the logic of the language. Russians connect words by changing their endings, which means that the same word can have different endings, depending on its role in the sentence: subject, direct object, indirect object, etc. Case System of nouns is the core of Russian language. You cannot speak and understand Russian without knowing this system. About pronunciation.
It’s important to distinguish soft and hard vowels, that is why in Russian Step By Step, Beginner Level 1, in the Pre-course section there are special exercises that help to feel that difference. Sometimes, Beginner students have difficulties pronouncing long words, like in any other language. For example, Russian greeting ‘Здравствуйте’ is a pretty long word , and it has 3 consonants in the beginning and in the middle. But everything comes with practice. I don’t know any student who was not been able to pronounce this greeting after repeating it 20-30 times.