I actually asked a Korean friend how to pronounce Yu-Na's given name in Korean and she explained it's not Yu as if you were saying the word 'you' but Yuhn. It's pronounced as if you were saying the word 'fun' but with a 'y' sound in the beginning. The second syllable is similar to how we, Americans, would pronounce 'Na' except there is no 'n' sound, so it's pronounced 'ah'.
It ended up being a long conversation, but my friend was confused as to why the American version of her name is Yu-Na because 'you-na' and 'yuhn-ah' are two different names in Korean.
And then I asked a Japanese friend how to pronounce Mao's given name in Japanese and she said Asada Mao, which was quick and easy for me to remember!
Well there are several interesting stories involved here.
1. As you may know, Koreans use their own alphabet called Hangul which is completely different from Roman alphabet. So Korean names have to be "romanized" to be written in Roman alphabet.
2. Due to very complicated nature in the pronunciation of the Korean language, it is very difficult to develop a reasonable system which represents Korean language (written in Hangul) using Roman alphabet in an unambiguous way. There are several systems but they are far from satisfactory. So, in effect, it is up to each Korean how to romanize his/her name. For example, in Yu-Na's case, popular ones would be Yeona, Yeonah, Yuna, Yunah, Youna, Younah, and so on. In addition, you have freedom to add hyphen or separate the syllables like Yeon-A or Yeon A for each variation. Or you can invent your own way as some people do. In comparison Japanese pronunciation is quite simple and there is essentially no problem in romanization.
3. When Yu-Na made her first passport, she had to choose one and what she chose was YunA. (Her original Korean name consists of two difinite syllables, Yun(or Yeon or whatever variation) and A, not Yu and Na.) But the officer in charge of her passport made two trivial mistakes: (i) he/she put a hyphen which was not there in Yu-Na's original choice; (ii) he/she put the hyphen in wrong place.
This is how Yu-Na got her official English name. But you can see that Yu-Na is still using her original choice YunA in her signature like this:
http://byfiles.storage.msn.com/y1pitP9KAuNm8NWPYu0mpLTAu-3uVc3gwg9xVdzp1DoedbzCOyE42EWMVak0KqDiKdr
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