I’ve never understood how anyone can roll their Rs, or whistle, come to think of it.
My grandfather can’t pronounce “th,” despite the fact that he was born in New York and lived there until he was five (his family spoke Polish at home, and later moved back to Poland until his late teens). He sounds like a native English speaker otherwise, but that one sound defeats him.
Actually, English has two “th” sounds, recognized by the IPA as separate consonants.
There’s the “thorn” sound as found in words like this, rather, etc.
Then there’s the Q “theta” sound as found in works like theme, bath, etc.
Do most languages that lack one of these sounds lack the other as well?
Actually, the ‘th’ in ‘rather’ is referred to as ‘eth’. ‘Thorn’ was the letter used in a whole bunch of Germanic languages to represent the ‘th’ in ‘think’. Slight difference and few Germanic languages actually told between the two sounds in any meaningful way. Old English certainly didn’t; eth was used between vowels and thorn was used elsewhere.
To clarify, the distinction is that the th in “this” is voiced, and the one in “thank” is unvoiced.
I’m taking German right now in university (in the fall i’m taking German 3) and my professor is an 82 year old chemist (with doctorate) from Bavaria. He’s been here since the 1950s or 60s, but cannot pronounce ‘th’ for the life of him (which is why he understands when we have trouble pronouncing “ch” or a proper German “r”).
What really makes it frustrating is that we have classes on Tuesdays and Thursdays. For almost two semesters, I could not figure out which day he was saying at any given time! You’d hear something like, “De quiz weel be next Teyursdee, but de test weel be Teyursdee.” 
I’ve finally attuned my ear to the fact there’s a slight difference between them so I can interpret for my classmates after we get in the hallway. 
[sub]I’m so happy that I have a pretty good “ch” AND I can roll my "r"s once or multiple times too.[/sub]