ツ - tsu
シ - shi
ソ - so
ン - n
The reason these are difficult to learn is because the tiny differences in stroke angles (especially when handwritten) make it easy to confuse them.
シ (shi) is written top to bottom. You can see that all the starting points for the strokes line up vertically on the left. Also, the last stroke curves from the bottom-left to the upper-right.
ツ (tsu) is written from left to right. You can see that all the starting points for the strokes line up horizontally at the top. Also, the last stroke curves from the upper-right down to the bottom-left.
ン (n) lke 'shi' is written top to bottom. The starting points for the strokes line up vertically on the left. It also uses the same direction for the longer, final stroke as 'shi'.
ソ (so) like 'tsu' is written left to right. The starting points for the strokes line up vertically on the left. It also uses the same direction for the longer, final stroke as 'tsu'.
シ comes from the Chinese character 之, meaning either "of" or "this"
ツ comes from the Chinese character 州 (although some researchers disagree), meaning "state" or "province"
ソ comes from the Chinese character 會, meaning "meet", "party", or "interview"
ン comes from the Chinese character 尓 (again not clear), meaning "you" or "that"
This divergence happened because Chinese characters were used to write Japanese which is mostly from a different language family. Some Chinese characters were used by some for their meaning (ideogram) and used by others for the sound they made to approximate the sounds used in Japanese. Obviously Chinese influenced the Japanese language (for example numbers in Japanese sound similar to numbers in middle ages colloquial Hokkien). Over the last 1,000 years or so there have been numerous occasions for changes, standardisation and simplification. So even to those who study these changes over time it can sometimes be unclear.
ソ comes from 曾 ("once, at one point") not 會. Yes, those are different characters.
The trick is that 曾 is sometimes written with 八 as its "roof", which makes it look like 會, and sometimes with 丷, depending on your font. (Similar to 兑 and 兌 in the article)