IN EXODUS 3:13-14, when Moses asks God's name, God says it is YHWH, which is apparently derived from the Hebrew verb to be and means something like "I am what I am" or "I will be what I will be." The original text of the Old Testament didn't include vowels, so YHWH is all that appears.
Since it was believed that God's name was too holy to be used by just anybody, over the years it came to be used only by the high priest on special occasions. When other people ran across it in their reading, they simply substituted for it the title Lord. The result of this pious practice was that in time no one knew any longer what vowels belonged in between the four consonants, and thus the proper pronunciation of God's name was lost. The best guess is that it was something like YaHWeH, but there's no way of being sure.
Like the bear in Thurber's fable, sometimes the pious lean so far over backward that they fall flat on their face.