Yahweh is a currently popular transliteration/pronunciation of the Hebrew word Yod-He-Vav-He, i.e. the Name of God. European Christians have traditionally used "Jehovah" (see, for instance, Spanish translations of the Bible) or ignored the word entirely (see, for instance, English translations, which usually replace it with "the LORD").
The reason no one knows what it's supposed to sound like is that
- Until relatively recently, Hebrew writing had no way to write vowels;
- As a sign of respect, Jews do not traditionally pronounce the Name.
In this way, the true pronunciation was eventually lost. As noted in the firmlink, see YHWH for more information/discussion/etc.