I think certain sounds are hard for Western speakers to pronounce, while others are easy. Specifically, Hindi (and many other Sanskrit-derived languages) distinguish between some sounds (which have correspondingly different characters in the written script) that are often indistinguishable to Western ears. And if you can't hear the difference, you are unlikely to be able to say it right.
These sounds typically come in groups of four. For example, there are 4 "T" sounds in Hindi: त थ ट ठ. If you pronounce each of these correctly, Indian ears will hear 4 distinct sounds. Western ears will typically hear the same sound 4 times. If they are listening attentively the second time around, they may be able to distinguish at most 2 different sounds, but not 4. Given this, Western speakers are unlikely to correctly pronounce a word containing one of these sounds. The good news is that even if a Western speaker has incorrect pronunciation, in the vast majority of cases native Hindi speakers would be able to understand what was meant.. so the communication still happens effectively. Furthermore, regardless of language, I like to believe that most native speakers will very much appreciate efforts to speak the language, no matter how mangled the pronunciation is.