Here's an experiment for you to try. Put your index finger in front of your mouth.
Say the word pin. Now say the word spin.
Feel the difference? You probably felt a little puff of air on the p of pin, but the p in spin didn't have that extra air.
[If you want to actually see the difference, take a strip of tissue paper and hold it in front of your mouth as you repeat the experiment, pronouncing pin and spin.]
The technical term for that little puff of air is aspiration. In English, it doesn't make any difference whether a consonant is aspirated or not -- most people aren't even aware that the difference exists.
In Korean pronunciation, however, it does make a difference if a consonant is aspirated or not. This is reflected in their alphabet.