Yeah, YaWeH, is the Hebrew way of saying God's Name. It means something like "Eternal Is" or "Who Is" and comes from "I am that I am" which he spoke in the Torah to Moses. It is a name of God, if you will. Like the most sacred title he applies to himself with Moses, and which later Hebrew Writers began to call him in reverence and recognition of his Eternal Person.
Jehovah, is sort of a Christianized really poor transliteration of YaWeH, which comes from something like the Seventh Century {I think, don't take my word on it, I have the book in front of me, but I don't really want to look it up}.
Jehovah, is kind of like another Christianized term for yet another sacred Jewish Term. Just as Pentateuch, first given by Origen {to my memory}, is now the Christian word for what is recognized as "Torah".
YaWeH, just to give you a heads up, is a very Holy Word, and in Judaism, Holiness coming in touch with you makes you unclean, because you are unclean. When they debated or talked about what books were supposed to be treated as truly Sacred they would ask "what Scriptures make the hands unclean?". This doesn't seem to make sense to us, because we know about Germs and what not, but this was the ancient Jewish understanding and reverence. Thus, it is offensive to lightly toss around even Elohim, Hashem, or Mar, let alone actually saying YaWeH. If you say such a holy Word lightly, it equates to saying God's name in vain, and in addition, without proper reverence, because you do not even consider yourself unclean {and thus you insinuate the term isn't Holy}.
So, don't go around saying it in front of sensitive Jews, because that's insensitive.
EDIT;
GhostontheNet (post: 1192356) wrote:In brief, Yahweh is one estimated pronunciation of God's Name in Hebrew from the letters YHWH. Hebrew is a language in which vowels are not written, but rather implied from the context of the consonants, which is one reason Jews from at least sometime in the 2nd Temple era (353 B.C.-70 A.D.) refrained from pronouncing (or mispronouncing) the Name, preferring instead to use "Adonai" in spoken language. The meaning of YHWH is basically The EVER-LIVING. Similarly, the origin of the name Jehovah is that in Hebrew, there is some ambiguity between the phenomes y and j, and w and v, leading some to speculate that the Name is JHVH, thought to be pronounced Jehovah.
Yeah, and I would add that Adonai was an originally Greek word, or from those roots, and was incorporated into daily speech during this time of Hellenization. Also, other terms such as Mar, where more freely used, such as, for example by the people at Qmran.