In Japanese, there are four "alphabets," for lack of a better word. There are two sets of syllabries called hiragana and katana, which have about 47 characters each, representing sounds like "a, ka, sa, shi, ne". There is also romaji, and then there is kanji.
Hiragana is mostly used for native Japanese words and some names, while katakana is usually reserved for foreign loan words (but not always). Here's an example, my name:
えりっく
エリック
The top is hiragana and the bottom is katakana, which is how my name is normally spelled, since it is of foreign origin. They both have the exact same pronunciation: erikku. When words are spelled using the english alphabet like that, it is called romaji. Pretty much every Japanese person learns the English ("roman") alphabet and romaji is used all over Japan.
Finally we have kanji, which are basically Chinese characters that have been imported and incorporated into the Japanese language across many centuries. Kanji are used for Japanese names, for placenames, for many nouns and verbs...for just about everything. This is the hard stuff...because in order to read something basic like a Japanese newspaper, you need to know roughly 2,000 characters. Kanji is the stuff that makes Japanese learners cry and curse their brains. I am supposed to know somewhere around 1,000 kanji at my level, though the number I can actually remember how to write is far below that (reading is easier than writing; you can recognize many characters even if you cannot recall them perfectly for writing). I have recently begun attempting to learn all 2,000+ general kanji from scratch in order to gain true literacy. I certainly find myself with the time to do it.
Kanji looks like this: 期末試験.
Kanji are difficult to learn not just because there are many characters, but also because most of the time each character has mutiple ways in which it can be pronounced. For this reason I consider Japanese to be the hardest written language in the world (though admittedly I cannot speak for all other languages, not having attemped to learn them).