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Sometimes it's because of linguistic shifts (like in the case of english), the letters were pronounced the same, but the pronunciation shifted while the writing didn't
Sometimes it can also depend on things like stress, so for native speakers the sounds are the "same" just stressed/unstressed, so they have the same letter, but if you don't know the rule it seems arbitrary
And it can also come from the use of loan words. If a language has an established writing system, but users adopt a word that uses a sound not otherwise present in the language they'll write is as close phonetically and simply know that loan words have an exception to the rule, while this again is not obivous to an outsider
Probably some other cases too, and im not sure which one applies to the specific sound you're struggling with but a couple of examples
A recent example I came across while doing Vietnamese vocab was several letters being used to make an "Z" or "L" sound in some cases. For compound sounds, there are things like "ng" sounding like an "M" in front of words sometimes in Vietnamese or in English we have things like "th" or "ch" where the resulting sound doesn't sound like it comes from either of the building blocks. "T" is pronounced like "tuh" and "H" is pronounced "huh", (there is a certain irony in trying to use letters to communicate the pronunciation of letters, but whatever.) so you'd think that "th" would be something like "tuh huh" instead of the actual pronunciation. While I was writing this I thought of an example where this is how it works: "tw" gets pronounced like "twuh" like in "twelve" or "twenty"... and then I remembered "two" exists and sounds like "too" (and "to") for some reason. So yeah. It's really hard to come up with a consistent rule for a lot of these.
EDIT: Oh I just remembered another funny exception for "ch": In "Chemistry" the "H" is neither pronounced nor does it modify the "C" to make the normal "ch" sound. It just sounds like there is a "C" there. Like "Cemistry." Except looking at that, that pattern is used in something like "Cemetery" and then the "C" sounds like an "S". I'm going to stop now because there are so many of these I could probably go on forever if I kept thinking about it.
There's a reason kids in Spelling Bee competitions are allowed to ask for the language of origin of a word.
It can often give a hint that a certain sound is spelled an unusual way. The "Ch" of "Chemistry" comes through Greek where it's spelled with their letter "chi", which for reasons I won't get into, looks like our X.
Kids in a spelling bee wouldn't need to ask about "Chemistry", of course, but there may be other examples where that would be useful.
There's actually a similar thing in my native language, where we have multiple letters for the same sound :3. (Ų and Ū make the same long "oo" sound) those letters were originally distinct with Ų being nasal and Ū being long, but the nasal letters have come to simply be longer variants of the base letter, however both letters are still useful as they serve a distinct grammatical role :3.. the letter clusters ei and iai also tend to sound the same but be used for different purposes
Sometimes the letters can also make the same sound in some words but not others due to palletization, I don't know if vietnamese palletizes any letters, but it can make certain letters sound the same especially in some letter clusters, despite being otherwise distinct
Th is a fun one, because it did originally have distinct letters for both of the possible sounds it makes (þ and Ð) but with the rise of the printing press from germany which did not have those letters they were replaced with other letters like y (ye olde) and later th :3
But yes, the twelve/two example is due to the sounds shifting I believe, as that's where most of the silent letters in English come from excluding the french origin words (so it would've been twuh-o back in the day instead of too)
What is your native language?
Seems like you skipped a small but vital detail.
Lithuanian :3
Cool.