The Welsh alphabet has no k, q, x, z or v. (Not even English needs the first four absolutely - cing, cween, ecsecution and sip would work fine. More on the v sound below).
It also has several letters not found in the English alphabet. There are 8 diphthongs -
ch, dd, ff, ng, ll, ph, rh, th.
Ll is famous and though certainly hard to pronounce can be mastered.
Ch is always as in loch not chin.
Ph and th are obvious, as is ng to some extent.
The Dd is used for voiced th. In English we make no distinction in writing between the sound th, as in thin, and th (or dd) as in this (with a word like cloth, I'm never sure which is correct).
The ff is necessary as f is pronounced like an English v. Even in English the difference applies in the words of and off, pronounced ov and off.