אני חושבת שהמבחן יהיה קשה, אבל אני רוצה להצליח.

Because חושבת is the feminine singular present-tense form of to think.

With אני (I), Hebrew present-tense verbs do not show person, but they do show gender:

• אני חושבת = I think — said by a woman
• אני חושב = I think — said by a man

So this sentence is being said by a female speaker.

Good question. In normal Hebrew spelling, רוצה can be either masculine or feminine singular in the present tense.

With vowels:

• masculine: רוֹצֶה
• feminine: רוֹצָה

But without vowel marks, both are written רוצה.

So the sentence still sounds feminine because:

• אני חושבת already tells us the speaker is female
• רוצה is just one of those forms whose masculine and feminine singular spellings look the same in everyday writing

ש־ means that.

So:

• שהמבחן יהיה קשה = that the exam will be difficult

In Hebrew, this ש־ is often attached directly to the next word instead of being written separately.

So:

• ש + המבחן → שהמבחן

The prefix ה־ means the.

So:

• מבחן = exam / test
• המבחן = the exam / the test

Hebrew usually adds the as a prefix to the noun, instead of using a separate word like English does.

יהיה means will be and comes from the verb להיות (to be).

It is in the third person masculine singular future, because it refers to המבחן (the exam), not to אני (I).

So the structure is:

• המבחן יהיה קשה = the exam will be difficult

If you said אהיה, that would mean I will be, which would not fit here.

קשה is an adjective meaning difficult / hard.

It agrees with the noun it describes:

• מבחן is masculine singular
• so the adjective is also masculine singular

In everyday unpointed Hebrew, the masculine and feminine singular forms of קשה are written the same way, so you do not see much difference in spelling. The plural forms show the agreement more clearly:

• masculine plural: קשים
• feminine plural: קשות

Hebrew often repeats the subject at the start of a new clause, especially when the verb form does not clearly show the person.

Here:

• אני חושבת = I think
• אבל אני רוצה = but I want

Since רוצה by itself does not clearly tell you who the subject is in normal spelling, repeating אני makes the sentence clear and natural.

You might sometimes hear the second אני omitted in casual speech if the subject is obvious, but keeping it is very normal.

Because להצליח is the infinitive, meaning to succeed.

Hebrew often uses ל־ at the start of an infinitive, roughly like English to:

• להצליח = to succeed

After רוצה (want), Hebrew uses the infinitive directly:

• רוצה להצליח = want to succeed

So this is a very common pattern:

• אני רוצה ללמוד = I want to study
• אני רוצה לאכול = I want to eat
• אני רוצה להצליח = I want to succeed

Only חושבת would definitely change:

• female speaker: אני חושבת שהמבחן יהיה קשה, אבל אני רוצה להצליח.
• male speaker: אני חושב שהמבחן יהיה קשה, אבל אני רוצה להצליח.

Notice that רוצה usually stays written the same in normal spelling, even though its pronunciation differs slightly in masculine and feminine speech.

Hebrew usually leaves out to be in the present tense, but not in the future or past.

Examples:

• המבחן קשה = the exam is difficult
• המבחן היה קשה = the exam was difficult
• המבחן יהיה קשה = the exam will be difficult

So in this sentence, יהיה is needed because the meaning is future: will be difficult.