https://www.youtube.com/playlist?list=PLD4538848E5DBC1AA&feature=plcp
Watch the lesson videos. Pronunciation is covered. The letters were picked because they exist in a majority of languages. Everybody is going to have trouble with some of the sounds, unfortunately. Most Americans struggle with or at least have to learn how to pronouce the X, but I imagine you have no problem with it as it exists in your native language already. It's just kind of a fact of the language. Swedish doesn't have the letter Z, for example. You'll just have to learn.
Lujvo exist because they're made for creating more words. If your question is why we have them instead of just using the four-letter version, would you rather say {jongau} or {jornygasnu}? {xamgyzmadu} or {xagmau}/{xauzma}?
se/te/ve/xe has a pattern, just not the AEIOU pattern. You'll find there are three common patterns in the language.
1. AEIOU - Obviously. Vowel order.
2. STVX - Alphabetical order of consonants. U is a vowel and W isn't in Lojban.
3. IAU - You see this for here/there/yonder, like {ti}, {ta}, and {tu}.