Yourdictionary.com reports that two-thirds of the world's languages have no writing system, although most of the ones commonly learned by English speakers do. Writing systems can be alphabets, like Latin and Cyrillic, abjads, which show only consonants (as in Hebrew and Arabic), logographic (Chinese), syllabaries (like Japanese kana), and abugidas, which represent consonants with attached vowels. These writing systems are closely tied to the sound systems of their languages. Every language has a unique set of sounds, some of which can be difficult for speakers of English to pronounce. For proper verbal communication and listening comprehension, it is necessary to learn a language's set of minimal pairs, sounds that mark semantic differences but that might be difficult for foreigners to distinguish. For instance, many speakers of English tend to pronounce the Polish words "znajomy" and "znajomi" the same, but "y" and "i" are a minimal pair and the two words mean different things (acquaintance vs. acquaintances). For an English example, think of the words "caught" and "cot."
Try several different texts and other materials when you're learning a language. Perhaps you are a learner who appreciates a lot of graphics and sidebars with cultural information and factoids. Other people prefer books with more grammar charts and lots of exercises. No matter what your learning style, always use texts with accompanying audiovisual material. This stimulates different parts of your brain, keeping you engaged in your studies. This also provides the chance to hear and see native speakers of the language interacting with each other, giving you a feeling for the natural sound of the language.
While some people are capable of mastering a language on their own, these individuals are few and far between. Taking a class allows a more experienced speaker of the language to guide you in a logical fashion through potentially difficult grammar and speaking points. It also provides you with a regular opportunity to practice your written, speaking, and listening skills with a group of peers who have a similar goal.
Tutors can help you on a one-on-one basis to explore topics in depth and to correct any mistakes you may be making. This is important, as you don't want mistakes to become ingrained. Discussion groups are a great way to pick up colloquialisms and regional variations of a language and allow you to practice your skills in an informal but spontaneous situation.
Though many programs promise they can teach you to speak a language fluently with hardly any effort on your part, the simple truth is that you need to study and interact with the language you're learning as much as possible. Listen to audio materials during your commute and watch films in your target language to keep things exciting, but still hit the books. Aim for about an hour a day, especially when you're just starting out, to make the best progress.
As your skills advance, challenge yourself to reach the next level. Try to turn off the English subtitles of a film, or read a newspaper or small book in the language you're learning. Volunteer in or visit a community that speaks your target language or go to a restaurant or market where cuisine from that language's region is served.
The immersion experience is often a capstone for learners of a language. Once your skills are sufficiently developed, it's time to speak only that language, for instance, by visiting the country where that language is spoken. Although you still might want an interpreter around, the immersion experience requires you to quickly improve your speaking and listening comprehensions skills, and most people find that they naturally and easily rise to the occasion simply by being forced to speak only that language.