As you may know, every single language contains their own phonetic alphabet. There are sounds in your native language that do not exist in English; and there are sounds in English that do not exist in your language.
For example, I have a Ukrainian student who has a lot of trouble pronouncing the word "thing". The /th/ and the /ng/ sounds in English that are not in his native language! His mouth muscles are not used to expressing these specific sounds.
Here are a few tips I have given him:
1) Learn the Exact Place of Articulation. There is a science to producing sounds! The placement of the tongue, how you release air, and voicing all play a part in creating a sound. Studying charts for unfamiliar English sounds are incredibly helpful for you to improve your pronunciation.
For example: you can create the /th/ sound by placing your tongue under your top teeth (dental) and by releasing a continual flow of air (fricative).
2) Practice with Minimal Pairs. In order to make sure you are mastering a specific sound, test yourself by practicing with minimal pairs. When you say the words "ding" "ting" and "thing", can you tell the difference? How about "ford" "fort" and "fourth"? Can native speakers tell the difference when you express all three words one after another?
3) Read and practice sounds in larger contexts. While you may pronounce sounds perfectly in isolation, maybe you find yourself struggling in pronunciation when you are in real conversations. The way to practice is by reading aloud in full sentences, paragraphs, or even dialogues! It trains your mind and mouth to practice the specific sounds in the midst of expressing several other sounds! It prepares you for real contexts of speaking.
Any questions? Feel free to practice with me and start mastering those English sounds!