I think other members had already provided a good explanation. :)
Actually, those sounds are actually quite different. If you found them similar, you likely have chosen a wrong book or a wrong recording.
When you are practising, it is better to practise words, not symbols. A single pinyin symbol is not meaningful. And, just keep in mind the rules as below.
if there is an "h", it indicates a "Chinese R" sound and you need to roll your tongue up( nearly touch the root of your mouth behind your teeth) and "a little ( very little, don't do it too much)" backward to produce the sound.
To pronounce "sh", you must first learn the pronounciation of "s". The pinyin "s" is equivalent to English "s" in "Sun". Then simply curve your tongue to make the "sh" sound. There is not equivalent "sh" sound in English.
Here is the example. 是 [shi], means "Yes" in English.
”X" is completely different, the similar sound in English is the CH in "machine".
Here is the example. 细[xi], means "Small" in English
Similarly, to pronounce "Ch & Zh", you should know "C & Z". There is no equivalent sound in English, but they are easy to pronounce, check them out on google or youtube.
Here are the examples. 测[ce], means to measure. 车[che], means vehicles.
责[ze], means "responsibility". 这[zhe], means "this".
J, and Q
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J is easy, as it is equivalent to English letter G, for example, the word "gigabyte".
Q has no equivalent sound in English, but keep in mind the sound of English "CH" in "change".
Here are the examples. 家[jia], means "home". 区[qu], means "zone/division"
I hope it helps! Have a nice day.