First time we heard the name of God is in Genesis 2:4, and the Judean (Jewish) biblical scholars exchange the name of "God" with "Lord" during the third century A.D. in fear of contravening the 3rd commandment of God; “Thou shalt not take the name of the "LORD" thy God in vain”. During the inter testamentary period of Israel around 500 BC the Judean (Jewish) scholars became very concerned with not blaspheming the name of the "Lord". So rather than saying the name of "God", they would say "Elohim" instead which is the Hebrew word for "God". However, this did not solve the problem of what to do when one came across the name of "God" during the reading of the Scriptures.
The Judean (Jewish) scholars decided that when they came to the name “YHWH” they would say the Hebrew word "Adonai", which means “Lord”. To remind the reader to say “Adonai,” and to maintain the presence of the word “YHWH,” they assigned the vowels of “Adonai” into the consonants of “YHWH”. However, it was never intended that this form be read out aloud. In Exodus 3:13-14 Moses asked God, “Whom should I say has sent me?” and God responds by saying, “I AM WHO I AM… You must say this to the Israelite's, ‘I AM has sent me to you’”. However, it could be awkward for Moses to go to the Israelite's and Pharaoh and say, “I am has sent me”. So, in Exodus 3:15 God revises this phrase and changes it to the third person by saying, “Tell them that ‘HE IS’ has sent you”. The word “HE IS” comes from the Hebrew root word "Haya", which means, “To Be”. It is the third person form of this word, “HE IS,” that becomes the name "YHWH" and is referred to as the Tetragrammaton which simply means “the four letters”. This name of God which by Jewish traditions, and we know God hates traditions is too holy to voice according to them, is actually spelled “YHWH” without vowels that becomes the name "Yahweh".
The significance of the name "YHWH, Yahweh" is that it is confirming God’s existence but most importantly His presence. In the context of Exodus 3, God is talking about His presence with Moses and subsequently with Israel. For in Exodus 3:12 Moses says, “Who am I, that I should go?” to which God responds by saying, “Surely I will be with you.” The point is not that He eternally existed, although this is implied but that He is present with His people. In light of the above, Exodus 3:14-15 could be paraphrased as, “Call Me ‘I am with you’ (I am the ever present helper) because I am indeed the ever present helper. And this is what you should say to the Israelite's, ‘He is the ever present helper’ – the God of your fathers, the God of Abraham, the God of Isaac, and the God of Jacob – has sent me to you”.
God wants to have a relationship with His people, and so He is giving them permission to call Him by a personal name rather than by His formal name. It is like giving someone permission to call you “Bill” when your name is “William”. This does not mean that every time this name appears in the First Testament that it carries all of this theology with it. Sometimes it is used as just His name and is used in a reverential way. The short form of Gods name "Yahweh" is "Yah". So when you say "Hallelujah" you are actually saying "hallelu", meaning "praise", and "jah" the Latin short form for "Yah" - “Praise Yah”.
The Masoretes, Latin-speaking “Christian” scholars who from about the 6th to the 10th century worked to reproduce the original text of the Hebrew Bible, replaced the vowels of the name "YHWH" with the vowel signs of the Hebrew words "Adonai" or "Elohim". These scholars substituted the “Y”, which does not exist in Latin with an “I” or a “J”. The tetragrammaton became the artificial Latinized name of "Jehovah" (JeHoWaH). As the use of the name spread throughout medieval Europe, the initial letter “J” was pronounced according to the local vernacular language rather than Latin. Although “Christian” scholars after the Renaissance and Reformation periods used the term "Jehovah" for "YHWH", in the 19th and 20th centuries biblical scholars again began to use the original form "Yahweh". Early “Christian” writers such as St. Clement of Alexandria in the 2nd century had used a form like "Yahweh", and this pronunciation of the tetragrammaton was never really lost. Many Greek transcriptions also indicated that "YHWH" should be pronounced "Yahweh".
What we have learned is that God wants to have a personal relationship with His people. So pray and repent directly to Yahweh in the name of the Messiah, Jesus from Nazareth.
All glory to Father God YHWH, Yahweh "I AM" in Heaven!