There is a difference in meaning here. The first sentence sounds apologetic, as if she has disappointed or upset someone by only learning one language. I'm not sure the word sorry works in this context. The second sentence is probably what you want, although a more natural ordering might be "My friend thinks it's a great pity that she is only learning one language".

yes, both sentences are correct :)

They are both correct, just different ways of expressing the same idea. My friend is only learning one foreign language and she is really sorry about that. My friend is only learning one foreign language and she thinks it's a great pity.

They both could use slight revisions in my opinion. For the first one it would sound more natural saying "My friend feels sorry for only learning one foreign language." For the second sentence I'd remove the "she" because we already know who you are talking about and it ends up cluttering the sentence. Very good though! Just a few minor suggestions that make it sound a bit more natural. :) Message me if you have any other questions.