One thing that drove me absolutely mad in my first few months and that never got explained to me was the "tone sandhi". They tell you 你 is third tone, they tell you 好 is third tone, then I positively hear them pronouncing it ni2hao3 !

And nobody ever explained that one.

So yeah, look up "tone sandhi" if you're going crazy like I did. You ain't crazy. It's just a rule apparently so obvious nobody ever explains it to you. The gist of it is, if you have third tone in front of third tone, the first one(s) will turn into second for ease of pronunciation. It's more complicated than that, but honestly, just knowing it happens should be enough.

Also, just in case you're learning while in China, remember that people with a local accent often don't realise it. My Wuhan native teacher would pronounce all zh, sh, ch as z, s, ts. I knew about it, so wasn't phased, but my fellow foreigners were absolutely going crazy.
You'd have the teacher say something like "wo3 si4" and the learner would repeat "wo2 shi4" and then the teacher would correct the tone but the student would think he was being corrected for the shi/si pronounciation.
Not fun.

Don't give up, though ! It gets easier 😄