Up until the thirteenth century christians only knew Gods name by the four consonants of the hebrew letters known as the tetragramaton translated as JHVH or later as YHWH in english. commonly put as LORD in capital letters.
As most people are aware here it was a Spanish Catholic monk of the 13th century who coined the name Jehovah for the first time.,and as other people have rightly pointed out on this board Yahweh is probably the more accurate name and pronunciation.