My biggest challenge in language *learning* is *keeping* *in* my head all the *information* (1) that I *have learned* (2) throughout my studies. And another factor that is a great challenge for me is *conversation* (3), *I always feel insecure talking* in *English* with *someone*, but I'm trying to improve on that!
Three tips for you:
1. "information" is usually used as an uncountable noun.
2. We use the present perfect ("have learned") here to show that the action (learning information) continues to the present.
3. We don't need the article ("the") here, because it is conversation in general, with lots of different people. If you were talking about a specific conversation, we would use the article.