In Judaism God has several names. The most important name of God is the Tetragrammaton YHVH. Because Jews considered it sinful to pronounce, the correct pronunciation of this name was forgotten -- the original Hebrew texts only included consonants. Modern scholars conjecture that it was pronounced "Yahweh". The Hebrew letters are named Yod-Heh-Vav-Heh, and if your browser supports a Hebrew font it is written thusly: יהוה (Note that Hebrew is written from right to left, rather than left to right as in English).
Jews also call God Adonai, or Lord. Since pronouncing YHVH is considered sinful, Jews would use Adonai instead in prayers. When the Masoretes added vowel pointings to the text of the Tanach in the first century A.D., they gave the word YHVH the vowels of Adonai, to remind the reader to say Adonai instead. Many Christian bible translators misinterpreted this to mean that God's name was Jehovah, which is the result of combining Adonai's vowels with YHVH's consonants.
Orthodox Jews believe that even Adonai is too holy to say except in prayer; so in conversation they will call God haShem, which is Hebrew for "the Name". Many Orthodox Jews also write "G-d" instead of "God": while this is by no means required by their religion (only the Hebrew name, not the English, is holy), they do it to remind themselves of the holiness attached to God's name.
English translations of the Bible generally render YHVH as "LORD" (in small capitals), and Adonai as "Lord" (in normal case).
Scholars disagree as to the meaning of the name Yahweh -- many believe it means something like "I am the One Who Is".
Other Jewish names of God include:
- Emet (Truth)
- The Rock of Israel
- God of Abraham, God of Isaac, God of Jacob
- I Am That I Am
- Avinu Malkeinu (Our Father, our King)
- Shepherd of Israel
- The Holy One, Praised be He
- King of Kings
- Makom (literally, the Place; means "The Omnipresent")
- Shield of Abraham