Cantonese is a tonal language. Words must be spoken at the right pitch to convey the correct meaning or be understood. For speakers of languages that do not have tones, this adds a big level of difficulty.
The written language is not phonetic. It uses characters which have meaning, but do not show how to pronounce them. There are over 7000 characters in modern use, and to be functionally literate you need to memorize the meanings and pronunciations of over 2000 characters and their various combinations.
The spoken and written languages are different. There are dialectal characters, but they are not very widespread and are not entirely standardized. With most languages, learning how to read and write can be a help in learning the language. That is not true of Cantonese until a student is already fairly advanced in their oral skills.
Many Cantonese sounds are not present in Western languages.
There are very few cognates to words in Western languages. Speakers of Germanic languages (like English) and Latin based languages (French, Italian, Spanish, etc.) will not find many similar words in Cantonese at all.
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