Thoughts about new sounds and Chinese alphabet

Today, when we were learning the pronunciation of Pinyin, I was marking the places, where it is pronunced different from Lithuanian letters. For example, Pinyin's -iong is always pronunced as Lithuanian -iung, or the Pinyin's -song is pronunced as Lithuanian -sung, also the Pinyin's -yong3 sounds like -yong, but Pinyin's -yong4 sounds like -yung for a Lithuanian. I felt that it may be confusing for me, when I will need to read or write the next time, so.

I thought "how can I avoid this interference?", and this brought me to remember that I saw something like "Zhuyin" somewhere next to "Pinyin". Apparently, there is something called "Zhuyin", which just like an ordinary alphabet, has 37 symbols, and is used to denote pronunciations alternatively to Pinyin. These characters look like this:

21 initials: ㄅㄆㄇㄈㄉㄊㄋㄌㄍㄎㄏㄐㄑㄒㄓㄔㄕㄖㄗㄘㄙ
16 finals: ㄚㄛㄜㄝㄞㄟㄠㄡㄢㄣㄤㄥㄦㄧㄨㄩ

Thinking that we are learning completely new sounds may be helpful to avoid the confusion.

By the way, there appears to be 2 different es: ㄜ and ㄝ.
"ㄝ" is like the Lithuanian "e", and ㄜ - similar like the English "ə".