JEHOVAH (juh-HOVE-uh) is one of the names for God.  The Jews had a special name for God that was so sacred they would not even say it out loud.  When reading the Old Testament, they would substitute another more general name (Lord) for their special name, for God.

Originally, all Hebrew words were written without vowels.  A name such as Peter would be written PTR.  Because the Jews never said the name, they eventually forgot how to pronounce it.  Hundreds of years later, the vowels for Adonai, the Hebrew word for “Lord,” were used with the letters YHWH, and from these two Hebrews words (the consonants of one and the vowels of the other) came the word Jehovah that is used in some translations of the Bible.

Scholars think that the one Hebrew word that was not pronounced would have sounded something like “Yahweh” if it has been said.  Most translations now use the word LORD in capital letters for the Jewish special name for God.

Verses to look up.  See margin notes also.
Exodus 6:3      KJV  A margin note in NAS
Psalm 83:18    KJV 
Isaiah 12:2      (YAH)  KJV
Isaiah 26:4      (YAH)  KJV

Jehovah-jireh = The-LORD-Will-Provides  Genesis 22:14
Jehovah-nissi = Moses built an altar and called it The-LORD-is-My-Banner  
Exodus 17:15
Jehovah-shalom = Gideon built an altar to the LORD and called it The-LORD-Shalom
Judges 6:24