I often have difficulty distinguishing between unvoiced-unaspirated consonants and unvoiced-aspirated consonants in the initial position in Korean words. For those who aren't familiar with it, Korean has characters such as ㅈ (usually transliterated as "j") that are voiced in the middle of a word but unvoiced at the beginning. Adding one stroke to the character gives the aspirated version ㅊ which is never voiced (usually transliterated as "ch"). I have trouble hearing the difference between unvoiced "j" and aspirated "ch" (if "j" is voiced, when ㅈ comes in the middle of a word, it's no problem for me).
I understand the physical distinction between the two and have no problem pronouncing them correctly. If I listen really closely, or hear both sounds pronounced together (such as on a listening test) I can often distinguish them, and my Korean is good enough that even if I don't hear the difference I can usually understand which one was used based on context. The problem is that when I'm using the language practically (I'm a software engineers and use Korean on a daily basis to communicate with my colleagues) I'm not always focused on listening for the difference between the two sounds, so if I hear an unfamiliar word where I can't figure it out from context, distinguishing between the two sounds is difficult (so I have to look it up every possible way in the dictionary).
I think this is because I'm a native English speaker, and we don't distinguish between unvoiced "j" and aspirated "ch" in English (sure, they sound different, but we don't assign different meaning to them as far as I know). Sounds are either voice or aspirated; unvoiced and un-aspirated sounds are pretty rare, as far as I know.
Again, this is only in the initial position in Korean; the un-aspirated consonants get voiced in the middle of a word, so it's not a problem.
For the first year (roughly) of learning/speaking Korean, I had a lot more trouble distinguishing between and even pronouncing certain groups of initial consonants:
- ㅈ (unvoiced j), ㅊ (aspirated ch) and ㅉ (tense j)
- ㄷ (unvoiced d), ㅌ (aspirated t) and ㄸ (tense d)
- ㅂ (unvoiced b), ㅍ (aspirated p) and ㅃ (tense b)
I remember in particular, spending hours trying to correctly pronounce 달 (dal: moon), 딸 (ddal: daughter) and 탈 (tal: mask) in a way that a native speaker would understand which one I was trying to say. Now, after studying Korean about four years (and using it in work and daily life for almost three) it's much easier, but I often get confused. I know a lot of non-native Korean speakers who speak much better Korean than I do, but still get tripped up by these distinctions.
(Don't even get me started on ㅔ vs ㅐ. Some of my Korean friends swear up and down that the two are completely distinct sounds, but MOST of the Koreans I know can't distinguish them either and need to inquire about spelling for unfamiliar words. At least in the Seoul dialect, I think they are roughly interchangeable. Except 개 (dog) and 게 (crab) which native speakers seem to be able to reliably distinguish, but which I am at a total loss over...)