The Hebrew word, translated as "Lord," is made up of four Hebrew letters, which can be written in English as YHVH, and which are expressed, traditionally but mistakenly, as "Jehovah."
The name Jehovah is almost universally accepted by English-speaking Christians as the manner of pronouncing YHVH, but that arose by mistake.
It seems that as the centuries passed and the Jews of later history spread throughout the east and began to speak Aramaic, Babylonian, and Greek, in preference to Hebrew, there grew up the danger that the proper pronunciation of the Biblical language would be forgotten. The Jewish scholars therefore placed little diacritical marks under the Hebrew consonants, indicating the vowel sounds that went with them in each particular word.
For YHVH, however, they did not produce the proper diacritical marks since the name was not supposed to be pronounced anyway. Instead, they wrote the diacritical marks for Adonai, the word that was supposed to be pronounced. Sometime during the Middle Ages, a Christian scholar, supposing that the vowels of Adonai belonged with the consonants YHVH, wrote out the name in full as Jehovah. (The initial J in Latin is pronounced like an initial Y in English.) This mistake has persisted and will probably continue to persist. Actually modern scholars seem to have decided that the correct pronunciation of YHVH is Yahveh. - Asimov's Guide to the Bible Vol 1: The Old Testament by Isaac Asimov pp. 20, 135