Jehovah, Yahweh and Adonai
At least one of these three words is used in most churches. Some churches use all of them. They are all a description of God in some way.
Yahweh is the most common pronunciation of the personal name of God. Just as we do, God has a personal name. He also has a large number of titles, such as God. No one is certain of the correct pronunciation of his name because the Jews decided to stop pronouncing it. They had decided his personal name was so holy that it shouldn't be pronounced. As a result the pronunciation of the name was lost.
This happened because the written form of the Hebrew language did not include vowels. This name is written as 4 Hebrew letters, called the Tetragrammaton. In English characters this would be YHWH or YHVH, so without the vowels the pronunciation can't be known.
When the Jews read the Tetragrammaton in the Bible they say the word Adonai instead. Adonai means Lord and is therefore a title instead of a personal name.
Some people pronounce the Tetragrammaton as Jehovah. This is certainly wrong. It is not a Hebrew word because the Hebrew language doesn't have the hard J sound. So, at best, it would be Yahova. But there is still a problem. The word Jehovah is a relatively modern creation, done by taking the letters of the Tetragrammaton and inserting the vowels from Adonai, which are ah, oh, and ah. This produces Y-ah-H-oh-V-ah-H.