й forms a diphthong and has no sound of its own. It alters the sound other the preceding vowel. "ой" (when stressed) will sound like "Oi" in the world "oil." The pairing ай (stressed) will sound like "ie" in the word "pie." And ей (stressed) will sound like "ey" in the word "Hey." Since you are a beginner, I will leave it at those example, since they are fairly common. "ый," and "ий" sound like "ы" and "и".
The words marked with ь can be some of the most difficult to learn for an untrained ear. The most difficult soft ending words that I struggled with and have seen others struggle with are "ль" "пь". The first pair "ль" requires that you place the tip of your tongue against the back of your teeth, rather than keeping it in the middle of your mouth - This one is the most difficult! And the second pair "пь" should be soft enough, so if you place your hand in front of your mouth you will NOT feel a puff of air.
Repetition is my only suggestion. Start with flash cards - you can even write the word for 'dresser', "комод" and tape the card to your dresser so you become associated with its Russian name every time you go to it.