The reason why Chinese people have difficulty pronouncing Indo-European languages is that Chinese has a very limited set of syllables, and they always follow the pattern (consonant) + vowel + (nasal/rhotic consonant), with possibly one of the consonants being dropped.

Chinese does not have clusters of consonants like "rst" in "first." The closest thing in Chinese phonology to "first" would be something like "fi-re-se-te." If you grow up never pronouncing consonant clusters, they are incredibly difficult to learn.

This is all related to the existence of tones, but tones are not the direct reason why Chinese people have difficulty pronouncing words like "first." Tone provides one additional way of differentiating syllables, so Chinese can get away with having far fewer syllables than non-tonal languages. You essentially get 4-5 different versions of every syllable.

> This is all related to the existence of tones, but tones are not the direct reason why Chinese people have difficulty pronouncing words like "first."

Actually they kind of are. The tonal system of modern Chinese dialects developed from voiced initial constants of syllables. Old Chinese (Han dynasty and older) might not have been a tonal language altogether. Many linguists think that they developed from final consonants that have since disappeared, and before that happened, yes, Chinese would have had (some) consonant clusters. But still nothing like essentially free-form syllables like other language families.