> 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.

I said that the tones are not the direct reason.

They're indirectly related to the difficulty Chinese native speakers have with learning to pronounce Indo-European languages, in that the tones developed as Chinese syllables became more simple and restricted.