Well, that's weird, because it's not 'something not to worry about it', it's a completely different letter that makes a completely different sound...
Ż (Z with a dot) can be written in English as ZH. In Polish, "Ż" and "RZ" make exactly the same sound.
Ź (Z with an 'accent') is a palatalized Z. It's hard to compare the palatalized sounds to English, but there are many such sounds in Polish (Ć, Ń, Ś, Ź, DŹ).
One problem with Duolingo is that with this font they're quite hard to distinguish at first look.
I'm bad with phonetics, so I may have oversimplified things a bit. Ź is a voiced alveolo-palatal sibilant fricative. See here: https://en.wikipedia.org/wiki/Voiced_alveolo-palatal_fricative
Not sure what you mean... the uhrjuh thing looks as if you tried to say "rz" just like you were saying the alphabet... then that's "er-zet". But the sound it makes is identical to Ż. Quoting Wikipedia, Ż represents the voiced retroflex fricative [ʐ], somewhat similar to the pronunciation of ⟨g⟩ in "mirage".