When I was going to Bible Study, it was explained to me that God (Jehovah) wants us to call him by his first name, as a sign of respect, I found this odd because growing up, I was taught to call him "father", as I called my own father. I would have never called my own earthly father by his first name, I was taught that this was a sign of disrespect. I think I'm digressing...
Anyway, whether or not to write the name of God really has its origins in Judaism. Judaism doesn't prohibit writing the name of god, but based on Deuteronomy 12:3, they use it very carefully out of fear of erasing or defacing the name of God because it is equivalent of destroying a holy thing (the name of God).
The issue you may be referring to is how in the NWT the words "Kyrios" (Lord) and "Theos" (God) were replaced with the name "Jehovah" in the New Testament. Now this is different from the the Septuagint (or old testament) where the Tetragrammaton (YHWH) was replaced with Jehovah.
So like Terry said, better not to use it at all rather than muck it about, you can refer them to the Deut 12:3 scripture to back it up.