What challenges have you found with learning a new language?
Let us know about your challenges and how you overcame them!
The part that is hard for me is realizing the differences in your native language & the one you want to speak in. Another trouble one I have in Korean is formalities/formal language.
Iām discouraged by the completely different alphabet in asian languages. Iām afraid to even start learning Korean or Japanese (kanji terrories me). Iām preoccupied about the pronounciation as well since I have no one to check me.
I get frustrated because my brain thinks native/foreign language, not each language separately. So when I try to speak Spanish, the German words come more easily. And sometimes in German I throw in an almuerzo, which is so much easier than saying Mittagessen.
Also numbers are really hard. I still only count and do math in English and then translate it. I thought it was funny in Angel Eyes when Seungri counted in English as he did CPR.
I found a solution to my problem in this blog:
http://www.latg.org/2014/04/picturing-one-language-my-language.html
Instead of thinking of each language as a separate entity, think of the new(est) language as an extension of the one(s) you already know. So rather than thinking I am expanding my German, Spanish, or Korean vocabulary, I am simply expanding my vocabulary. I wonder if that makes the mind access the words more quickly or if it will still mix them up. Or maybe thatās why I mix them up, because my mind thinks I have one vocabulary.
Then again, it probably has a lot to do with practice. We recently adopted a dog and discovered few weeks later that she understood Spanish. So we learned the commands in Spanish, which made her very happy to obey. At first I would slip into German, but now (4 months later) I talk to her in Spanish consistently and she is starting to understand English and the hand signals too.
I notice this problelm of mixing the languages only while switching from one language to another. Itās normal if you canāt remember a word in a language but in the others. It depends on how often you use it and for what use.
Iām also terrified by kanji. 
But hangul is pretty easy to pick up, so donāt be afraid to learn it! Pronunciation worries me too. Livemocha used to have a section where people could record their voice and then the community could correct pronunciation by sending a recording of their own voice back. It was really neat. I think the site has changed a lot since I remember it, but it looks like there are still speaking activities often at the end of language lessons, and the speaking activities can still be graded and corrected by native speakers (at a āpriceā). The only thing is that you have to get points to ābuyā lessons and types of corrections, which I think you can do by correcting other peopleās activities or doing lessons. Itās kind of a lot of effort to get feedback, though. There might be other sites which have the ability to swap recorded speech, but I havenāt found any these days which make it really easy (without having to use external recording places). 
For Japanese I had a hard time finding sites where I could learn Japanese which where good, fun and where you see progress fast so you keep motivated. Had a hard time learning Kana and eventually quit.
For Korean there is a lot of fun resources, a bit to many if you ask me, so I just picked a main resource and use the others from time to time as an extra. Hangul was also very easy to learn and when I started I saw results pretty fast too. Though from time to time I still have a hard time keeping myself motivated. Then I have a āboostā and study at least an hour a day for a week and then I donāt do anything for weeks.
I practice my speech by singing along to Kpop songs or sometimes talking along with Kdrama and I notice I sometimes have the problem with some sounds and also have trouble converting speech to Hangul. Some vowels sound the same and since Korean is based on speech things can be romanized different ways like Hyung/Hyeong, Unni/Unnie/Eonni, Yeong Dal/Young Dal. So I often think should I use an ć , ć or ć for example.
For me, pronounciation is always a problem, not becuase itās impossible, but because Iām so worried of making a mistake, that I just avoid talking in the beginning, which Iām sure just makes things worse and stops me from progressing ^^;
In particular with Japanese, I had trouble learning Katakana. Hiragana was straightforward enough, after the initial struggle, but Katakana is just confusing and a lot of the letters/syllables look similar! I still mix them up.
I find Hangul easy and logical, which helps a great deal with Korean, thank goodness! I do struggle with Korean pronounciation though. Sometimes I think Iām saying something correctly, but it turns out I am notā¦ at all! Itās frustrating >_<
Finally, something that I really donāt like in every languages I speak (and I admit I have sometimes just skipped altogether): NUMBERS! Why do some (Asian) languages insist on using 2 (or 9!!! Hello Nihongo) different counting systems?!? Just to make it more difficult for poor students like me! Haha
Fear of making mistakes or saying something inappropriate. It also is a big obstacle when you donāt have people to talk to using that language you are learning.
I know right?? Isnāt it enough to have three types of writing (Hiragana, Katakana, Kanjiā¦)? lol, I love Japanese anyway 
The hardest thing for me is that I have noone around to talk to or write to, I can barely use Japanese so itās hard to remember new thingsā¦
LOL. I have accidentally said some really inappropriate things in German and I am fluent. Fortunately, my friends and I just laughed really hard (me red-faced). If you think about it, you make mistakes in your native language, but you either correct yourself, or you let it go because it doesnāt matter. And as for saying inappropriate thingsā¦hmmmā¦well who doesnāt have the occasional Freudian slip or double entendre or even something totally tacky or prejudiced come out of their mouth? You just have to apologize and move on.
This week I started to take my Korean self studies more seriously again. Iām trying to learn it for about 2 years now and I still donāt know much. Yes I learned random words and such but canāt use them. I just know that if I was studying in a classroom setting I would have been a lot better right now but thatās not an option and that annoys me a lot. I checked some uniās and languages schools close but none teach Korean. Also have been thinking of looking for some sort of Korean tutor but I donāt know, and I donāt have money for it or a study buddy (in real life so we can meet up weekly or something) but where to start, I donāt know anybody here who even likes Kpop and Kdrama. Iām going to a Korean convention next week though so who knowsā¦
For now I did make a daily study plan but no idea how long it lasts:
Letās see how long I remain motivated this timeā¦ 
For me, there are two difficult stages:
actually a lot of Korean medical lingo is abbreviated and bastardized (?) English!
If youāre in Uni or recent grad why not just do Topik? Korean gov pays you to teach English to Koreans. Everything is paid for including flight. Itās a year to 2 year commitment.
I also agree practicing on natives gets you far.
I also think watch K dramas with Korean subs is uber helpful (I think helpful starting 3rd year of learning maybe). It was great watching Spanish shows with Spanish subtitles.
My problem with learning languges is that I Dutch doesnāt have enough sources to learn them. So I learn them from English, but sometimes I donāt understand the English explanation or the translated sentence.