I heard that God's name is supposed to be "Yahweh." Why do people call him "Jehovah" instead? One sect, the "Jehovah's Witnesses," has even used this word in its name.

In Hebrew the name of God is spelled YHWH. Since ancient Hebrew had no written vowels, it is uncertain how the name was pronounced originally, but there are records of the name in Greek, which did have written vowels. These records indicate that in all likelihood the name should be pronounced “Yahweh.”

Shortly before the first century A.D., it became common for Jews to avoid saying the divine name for fear of misusing it and breaking the second commandment (“You shall not take the name of the Lord, your God, in vain,” Dt 5:11). Whenever they read Scripture aloud and encountered the divine name, they substituted another Hebrew word, “Adonai” (which means “Lord” or “my Lord”), in its place.

Eventually Hebrew developed written vowels, which appeared as small marks called vowel points and were placed above and below the consonants of a word. In the sixth or seventh century some Jews began to place the vowel points for “Adonai” over the consonants for “Yahweh” to remind the reader of Scripture to say “Adonai” whenever he read “Yahweh.”