Jehovah is an anglicized pronunciation of the Hebrew tetragrammaton, YHWH, which are the four consonant letters used to spell God's name in the Old Testament (Exodus 3:14). The Hebrews considered the name of God too holy to pronounce and substituted the word Lord (adonai) when the text was read. The vowels of the word adonai were combined with YHWH to get the word Jehovah, which was first used in the 12th century. A more accurate pronunciation of YHWH would be Yahweh. However, the exact and proper pronunciation has been lost.
Jehovah became a common expression of those four letters and is often used in Christian literature and more especially with the cult of the Jehovah's Witnesses.