Oh boy, that's a very complicated issue. Somewhere I read that the Hebrews changed it because they did not want to pronounce Jehovah. Opps, here it is..............
יהוה yehovâh. This word occurs about six thousand times in Scripture. It is obvious from its use that it is, so to speak, the proper name of God. It never has the article. It is never changed for construction with another noun. It is never accompanied with a suffix. It is never applied to any but the true God. This sacred exclusiveness of application, indeed, led the Jews to read always in place of it אדוני 'adônāy, or, if this preceded it, אלהים 'ĕlohı̂ym, to intimate which the vowel points of one of these terms were subscribed to it. The root of this name is חוה chāvâh, an older variety of היה hāyâh, which, as we have seen, has three meanings, - “be” in the sense of coming into existence, “be” in that of becoming, and “be” in that of merely existing. The first of these meanings has no application to God, who had no beginning of existence."