Since the pronunciation of Roman letters in the many languages that use them differs from language to language, when Pinyin was created, it wasn't possible to design a system that would be universal for every language that uses Roman letters. This means, that the letters used in Pinyin are not always pronounced as they would be in your language. In other words, in Pinyin, a j is not a j and an x is not an x.
Furthermore, pinyin is also confusing because of another thing. Sometimes two different Roman letters represent the same sound and sometimes two different sounds are represented by the same one Roman letter (see below). This is confusing, because students might not initially realize that syllables like wo, shuo and po for instance share exactly the same sound.
Sounds that are written in a different way, but represent the same sound*:
