Special difficulties:
 

al-shamseyah and al-qamareyah:
   This is probably the most common "word" you'd hear in Arabic: al. Also called el (especially in Egypt), this is the definitive article. Use it before a word the same way you use "the" in English. al, however, seems to have wider use in Arabic than "the" in English, it is used more often and it is used also for adjectives as well as nouns. The main difficulty with al is the way it is pronounced. It is always written as aleph lam, but how do we pronounce it? In some cases like al-qamar = the moon it is pronounced as it is written just an "a" then an "l". In some cases, however, like al-shams = the sun the word is actually pronounced ash-shams, i.e. the lam is replaced with the letter after it. The rule is that for a handfull of letters you merge the lam as in ash-shams, for all other letters you pronounce the lam.
   The handfull which are merged are: teh, theh, dal, zhal, reh, zein, seen, sheen, sadh, dhadh, Tah, Zah, lam, and noon. For obvious reasons these letters are called sun letters, all other letters are called moon letters.
Note that in any case you write al the same way so if the above is confusing, forget it. If you read the wrong way though, you'll sound like a preschooler.
 
 

hamzah:
Damn this letter, damn damn damn. This is the stuff from which sucky grades in grade school Arabic is made from.
Basically hamzah sounds like a brief stop, like the sound you make at the beginning of "uh". The problem is that it has many ways of being written, This letter almost always needs another letter to "carry" it, so we get the following shapes:

From right to left:
alone, on the line, glottal stop
on a waw, sounds like euh
on an aleph, glottal stop-a
below an aleph, glottal stop-e
on a carrier, similar to the shape of a beh without dots, if it is at the end of the word it changes into a yeh-like shape but without dots
The rules that govern when to do what are somewhat complex, moreover there are alternative writings. Generally when a vowel follows or precedes the hamza, it is written on its corresponding long vowel, e.g. yo'menoon (they-masculine imperfect-believe)

the hamza is on a waw due to the dammah after the ya'. Many people would also accept an alternative with the hamza on a carrier. A word-beginning hamzah is always with an aleph, whether it is above or below depends on the intial vowel: 'e' takes hamzah under the aleph, and 'a' takes it above. all hamzas associated with e vowels are written on carriers. The hamzah is never written alone except at the end of a word and in very rare cases.
 
 

Maddah and aleph mamdoodah: Maddah is used to stretch out the "a" in aleph quite a bit. An example of this is in the name aamennah (the prophet's pbuh mother).

Sometimes we also need to indicate a slightly long "a" at the end of a word. e.g. the name salwa.
Aleph is almost never written at the end of a word so we use a terminal yeh like shape but without dots. In the past they used to add a small (almost diactrical) aleph on top the yeh to indicate it is an "a", with time people dropped it since the absence of dots is proof enough it is not yeh. Of course with time people decided we don't need the dots in the terminal yeh because you can't confuse it with terminal beh, teh and theh. And about whether it is an aleph or a yeh, well everyone can tell the difference, it's very simple to tell from context muahahahahaha. So that's why I advice you to always dot the terminal yeh.
 
 
 

teh marbootah

This looks like heh with two dots on top. It's name literally means "knotted teh". This is not really a letter, it is more like a female indicator. When you put this at the end of a noun the noun changes from male to female (yes Arabic, like French and German, and unlike English, has gender). So kalb (male dog) becomes kalbah (female dog). Taleb (male student) becomes Talebah (female student). baTal (hero) becomes baTalah (heroine).
The sound is not really a long aah, the a is very short and the h is almost (but not totally) silent. When you put this letter in a sentence, however this h becomes a t (thus the name). When you pronounce and don't pronounce this as a t is more or less similar to when you would pronounce a t or an s at the end of a French word. i.e. if there is a vowel you can connect to in the next word, you pronounce it.

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