Did you know that Auchindoun is pronounced "Aw-kin-doon," not "Aw-chin-do-in," as I've been saying it? As a shaman main, I know that the plural of shaman is shaman, but I always mess up Silithus-- for some reason I called it "Sith-il-us" all the time (it's really "Sil-i-thus," of course). Maybe too much Star Wars. Orgrimmar isn't that hard, and Gnomeregan is pretty easy once you know what it is. But those of you who are longtime readers may remember the trouble I had here on the site with spelling Draenei-- for some reason, I thought it was "Draenai" for the longest time. I messed up Maraudon a lot, too.
Because so many of the names we see ingame aren't always spoken out loud, there's lots of little linguistic quirks in the proper names and language of Azeroth. What else have you seen that you were confused with, either with the pronunciation or spelling?