For instance: I was listening to an old German folk song about the various colonies that imperial Germany maintained. In a verse about Tanganyika (now Tanzania), it mentioned the local language, Swahili. It spelled and pronounced the word in four syllables: Su-a-he-li. That's because German doesn't use the bilabial glide /w/; the closest it normally gets is to say u-a quickly.
A prominent example from English is the name of the Welsh character Fluellen in Shakespeare's "Henry V." The double-L sound in Welsh is like no sound in English; it sounds like an angry cat hissing. Consequently, English hearers have a hard time pronouncing Welsh names like Llewellyn. Fluellen is Shakespeare's attempt. This is also why we have two names in English, Lloyd and Floyd, which are actually the same name in Welsh.
When learning to speak a different language, one of its challenges is to try to sound like a native speaker, instead of mangling it to make it a more comfortable fit for your native sound-inventory. And some languages are easier to wrap your mouth around than others. Don't get me started on how Hoosiers and Kentuckians pronounce Versailles.