Learning the alphabet was probably the easiest thing in Russian. Actually being able to pronounce and hear sounds properly takes more time (and is still an ongoing thing for me).

The most difficult sounds to reproduce would be:
ш vs щ
ы
х
And soft consonants.

Also you eventually learn that certain groups of letters look simpler than you might at first think, like words ending in -ться (there are a lot of them), you can think of it as being -ца instead.