The English language's weak relationship between spelling and pronunciation is fairly well known. In fact, English is highly non-phonemic, which means that graphemes (letters) don't tend to have a direct link to pronunciation (phonemes).
There are multitude of reasons why this relationship is so poor. English vocabulary comes from a multitude of sources. While over half of the language's vocabulary is from Latin and French and around a quarter is from Germanic languages, there's a part of the English lexicon that can cause plenty of problems (especially for non-native speakers) when it comes to pronunciation: the words from Greek.
While Greek words account for only 6% of English vocabulary, the Greek language is the 4th largest contributor to the English language. While there aren't enough Greek terms to make speaking English seem impossible, there are enough to ensure that you can trip up over their pronunciation from time to time.
Unsurprisingly, Greek words, much like the Greek language, are written using the Greek alphabet. When these words made their way into English, the Greek letters had to go and the Latin alphabet ended up being used. When this happened, the Latin letters used didn't always line up directly with the pronunciation you would expect.
A fine example is the Greek letter Χ (chi). This letter tends to make a sound we often associate with the Latin letters C and K. However, in many words of Greek origin, this is written as ch. Words like this include architecture, chaos, chemistry, character, mechanic, and monarch.
The letter Φ (phi) gave us plenty of words that use ph when you would think that the letter F would suffice. This led to words like alphabet, blaspheme, dolphin, emphasis, orphan, philosophy, photo, and physics.
Then there's Ψ (psi), which gives us those words that use ps with a silent P and sound just like S. Examples include the Greek word for spirit and soul (ψυχή - psych), which is found in psychedelic, psychology, and plenty of other psycho words.
Of course, we love the interesting diversity the Greek language brought to English. You just have to be careful about their seemingly weird spelling, at least in comparison to words with more common roots. Just make sure to be careful when you pronounce them!