Because tonal languages are weird.因为音调系统很古怪。

Okay, that's very Anglo-centric, I know it. But I have to mention this problem because it's one of the most common complaints about learning Chinese, and it's one of the aspects of the language that westerners are notoriously bad at. Every person who tackles Chinese at first has a little trouble believing this aspect of the language. How is it possible that shùxué means "mathematics" while shūxuě means "blood transfusion", or that guòjiǎng means "you flatter me" while guǒjiàng means "fruit paste"?
OK,这种说法很白人中心主义,我知道。但我得提一下这一点,因为它是最常见的抱怨之一,也是西方人最恶名昭著的弱项之一。每个学中文的人一开始都无法相信中文有音调系统的一面存在。怎么可能Shuxue既可以是“数学”同时还能是“输血”呢?或者guojiang可以是“过奖”或者是“果酱”?

By itself, this property of Chinese would be hard enough; it means that, for us non-native speakers, there is this extra, seemingly irrelevant aspect of the sound of a word that you must memorize along with the vowels and consonants. But where the real difficulty comes in is when you start to really use Chinese to express yourself. You suddenly find yourself straitjacketed -- when you say the sentence with the intonation that feels natural, the tones come out all wrong. For example, if you wish say something like "Hey, that's my water glass you're drinking out of!", and you follow your intonational instincts -- that is, to put a distinct falling tone on the first character of the word for "my" -- you will have said a kind of gibberish that may or may not be understood.
它本身就是中文一个大难点了,因为这意味着我们非母语人士在记忆元音辅音之外,还得记住这些看起来不重要的发音部分。更大的真正的困难出现在你实际使用中文表达自己的时候:你发现自己束手束脚的,你可能语调都挺自然,结果音调都搞错了。比如,你可能想说“嗨你在喝我的杯子里的水!”,然后你想当然地把重音放在“我的”身上(结果声调变成了四声)(相当于中文四声的声调),那你说的多半是些胡言乱语,可能被理解也可能不被。

Intonation and stress habits are incredibly ingrained and second-nature. With non-tonal languages you can basically import, mutatis mutandis, your habitual ways of emphasizing, negating, stressing, and questioning. The results may be somewhat non-native but usually understandable. Not so with Chinese, where your intonational contours must always obey the tonal constraints of the specific words you've chosen. Chinese speakers, of course, can express all of the intonational subtleties available in non-tonal languages -- it's just that they do it in a way that is somewhat alien to us speakers of non-tonal languages. When you first begin using your Chinese to talk about subjects that actually matter to you, you find that it feels somewhat like trying to have a passionate argument with your hands tied behind your back -- you are suddenly robbed of some vital expressive tools you hadn't even been aware of having.
语调和重音习惯具有非常大的追加和自由性质。在无音调的语言中,你基本上可以随心所欲地(加上必要的修改)按你的习惯来强调,否定,重视,和质疑。说出来的可能不太自然,但绝对能被理解。中文则不然,你的语调习惯必须遵守每个你用的词汇音调的限制。中国人当然能自由地表达所有微妙的语调,和使用那些无音调的语言的人一样。只是他们的方式对我们说无音调语言的人来说有点陌生。当你真正开始用中文说些你在意的话题时,你就发现好像你不得不双手被捆着,同时试图表达一个激情四射的观点。你突然被剥夺了一些重要的表达手段,以前你可能还没意识到自己拥有它们。