Patience. In time, you will pick up the the feel of what russian sounds like, and that greatly helps learning words. It's also said that the first 100 words you learn will be the hardest words you ever learn.

Russian grammar is very different than English grammar. It takes a while for a lot of it to sink in. Just keep persevering, and there will come a time when everything suddenly clicks and makes sense.

щ is just ш but pronounsed longer (hense the transcription of shsh)
ь palatizes a consonant. Try to immagine a short "y" after it.
ё and я are not pronounced the same. ё is pronounced as "yo" as in "yogurt" or "yo". Я is pronounced "ya" as in "yeah".

Удачи!