As you see from the Korean Alphabet, we have 14 consonants and 10 vowels. (click the part surrouned by solid lines, and you can hear them in native Korean! Less than 30K for each sound file) For English [k] and [g], we have the fourth letter from the bottom of consonants and the first letter from the top. From the acoustic point of view, they are not exactly the same sounds. That's why we have [k,g] and [k'] in square brackets.
The voice onset time(VOT) for Korean voiced velar plosive (the first sound) and English counterpart [g] overlaps mostly, but the range of the VOT of Korean voiced velar plosive extends into that of VOT of English voiceless counterpart. Therefore people whose native togue is English think that they heard [k] when we Koreans say the first consonant letter from the above picture. This is especially true when a Korean says a word starting with that consonant, because word initial plosive tends to be pronounced with puff of air or aspiration. But the same sound between vowels are recognized as English [g] because the phonological environment makes VOT value a bit similar to English [g] sound.
Let
me tell you a bit about the principle of the creation of consonants. Let
us take the first consonant in figure 1 above. It consists of a simple
horizontal line and a vertical line meeting at one end. See the left diagram,
and you will notice some similarity. The dorsum or body of the tongue touches
the soft palate or velum of your mouth, leaving the remaining part of your
tongue pointing somewhat forward. The shape of the tongue is just like
the letter you see at the figure. That's the basic principle of consonant
letters of Hangul. 
Let me take another example, the second letter in figure 1. When you pronounce the sound, the tip or apex of your tongue touches the back of your upper teeth or alveolar ridge just behind the teeth. The body of the tongue remains relatively low and horizontal compared with the tip. The total shape of your tongue looks like the second consonant letter in figure 1, doesn't it? With these and other basic consonant letters, King Sejong made the rest of the other letters by adding short lines to them.
There's a more philosophical story about the creation of vowel letters. Although the king and his scholars made consonant symbols from the shape of the vocal organ, especially the tongue, in vowel symbols they incorporated old oriental philosophical concept. Our ancestors believed that the universe was composed of the sky, the earth, and men. According to that belief, they created three basic symbols for vowels; a dot for the sky, a horizontal line for the earth (the second symbol from the right in figure 1), and a vertical line for men (the first symbol from the right). Those three symbols could be said to represent a low back vowel, a high central unrounded vowel, and a high front unrounded vowel respectively. By combining these symbols, they created the rest of the vowel symbols for Korean.