Ever have a hard time pronouncing something in the language you are learning?  Well, this will help you.  Remember to go through it slowly, and to continue into the Vowels (next activity).  After this you should have a better idea as to how to pronounce things and maybe even why it's pronounced thusly.  Why do we want this?  This is because we want to pronounce sounds as close to a native speaker as we can, thusly helping them understand us.  The sounds themselves are called Phonemes.

The first step is to know the mouth.  Here are the different parts as we name them. Figure a:

 I know that seems hard to learn, but we only need to focus on about 10 of them, if at all.

Here are the consonants of the IPA, and thusly these are most of the sounds ever recorded. Figure b:

Again, it looks hard, but we aren't going to need all of them, and some you just need to understand the concepts.
We have on the left what we call, Manners of Articulation.  This is just a fancy way of saying, "this is action we are doing."  The top part is called the Places of Articulation, which is like "where we do it."

So we have our lips, which is how we call things that are Bilabial.  Then we have our Labiodental which is where our teeth (dental) and lips (labial) touch.  Then we have dental or interdental which is where our tounge goes between our teeth.  Then we have the alveolar ridge which is the ridge right behind our teeth on the roof of our mouths.  Then we have the Hard Palate which is the hard thing behind our alveolar ridge.  Behind that is our Velum or Soft Palate.  Then the Uvula which is the dangling thing in the back of our throats.  Then we have the epiglottis in the bottom of our throat (these are all we are going to need for now).

Another key concept is that of voicing.  This is particularly important.  For many sounds, there exists 2 sounds, a voiced and voiceless (or devoiced) sound.  Books will tell you, voiced sounds involve the throat vibrating and voiceless sounds don't.  I'll tell you to just feel you're throat while you say sounds like /z/ and /s/.  The first is voiced, and the second isn't.  Notice a difference?  The chart is organized so that the voiced one is on the right and the voiceless is on the left.  Keep this in mind.

Now let's talk about the brackets used for transcription.  There are three which are used and mean different things.  The first pair are the < >.  These are used to represent the letter in the spelling in it's original language.  This is how the native speaker would (most) easily understand it.  when there brackets are / / it means broad transcription.  I prefer to use this most of the time.  It can be used for one phoneme or for the whole word.  The last way is with [ ].  These brackets are the most specific one can get.  Sometimes it is used broadly but usually only for phonological purposes.  Example: <redefine> /ɹidifajn/ [ɹiˈdifãjn]

This is the activity for this, decide which of the following italicized letters are voiced and which are voiceless.  You ought to feel your throat for them. 
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