The closest to English is like you said the sh sound, or even the ch sound. The sj sound/s, and all the different spellings, is most likely quite hard for a non-native Swedish speaker because these sounds are not present in the English language, just like we don't have the th sound as in the English words "the" or "three". Have a look at this which I found on a forum, to get an idea of how it is (or maybe I am making everyone even more confused now)... sk skära, skäl, sköta, skina, sked, sky (mjuk vokal) sj själ, sjö, sju, sjuk, sjå, hässja, ässja sch schal, schema, brosch, pascha, punsch stj stjärna, stjälk, stjäla, stjärt, stjälpa skj skjorta, skjuta, skjul, skjutsa, skjuva ch champinjon, chaufför, choklad, lunch ti station, situation, auktion, koalition, pretantiös si television, version, aversion, fusion, pension ge garage, bagage, camouflage, generös, generad gi giraff, giö religiös rs Lars, mars, fars, Kramfors, ters ts hurts The only thing you can do is to search for videos on YouTube or practice the sounds with a native Swedish speaker. And now something in Swedish because this concerns Swedish speakers too: Sen har vi alla dialektala varianter för att krångla till det ytterligare,,, Och som en parentes kan nämnas att finlandssvenskar gör det enkelt för sig då dessa ljud oftast uttalas fel, i alla fall tycker ju vi svenskar att det är fel.

Sj and sk i both sjukhus and sjuksköterska låter lika, som ”sjuksköterska” på Wiktionary.

The other resource you could use to help out with this would be Forvo. https://forvo.com/languages/is/