Tip: See my list of the 
MostGreek letters are widely used in mathematics and other fields of science. There are a couple of differences in pronunciation of the names of the letters between English and most other European languages, which is a common source of mistakes. That’s why in the following, I used a notation for pronunciation that should be easy to understand for non-native speakers, but native speakers should do just fine too.
Especially common mistakes are the names of $ι$, $μ$, $ν$ (which are not pronounced as yoh-tə, mee, and nee, respectively). Also, notice that $ξ$, $π$, $φ$, $χ$, and $ψ$ are pronounced with ‘eye’ at the end, not ‘ee’:
$α$ – alpha – æl-fə
$β$ – beta – bee-tə (UK), bei-tə (US)
$γ$ – gamma – gæ-mə
$δ$ – delta – del-tə
$ε$ – epsilon – eps-ill-ən or ep-sigh-lonn (UK), eps-ill-aan (US)
$ζ$ – zeta – zee-tə (UK), in the US more commonly zei-tə
$η$ – eta – ee-tə (UK), in the US more commonly ei-tə
$θ$ – theta – thee-tə or thei-tə (in the US; both with ‘th’ as in think)
$ι$ – iota – I-oh-tə (‘I’ pronounced like ‘eye’)
$κ$ – kappa – kæ-pə
$λ$ – lambda – læm-də
$μ$ – mu – myoo
$ν$ – nu – nyoo
$ξ$ – xi – ksaai (as in sick sigh) or zaai
$ο$ – omicron – oh-my-kronn (UK), aa-mə-kraan or oh-mə-kraan (US)
$π$ – pi – paai (the same as pie)
$ρ$ – rho – roh (rhymes with go)
$σ$ – sigma – sig-mə
$τ$ – tau – taa’u (rhyming with cow) or taw (rhyming with saw)
$υ$ – upsilon – ‘ups’ as oops, ʌps or yoops, ‘ilon’ as ill-on or I’ll-ən
$φ$ – phi – faai (as in identify)
$χ$ – chi – kaai (as in kite)
$ψ$ – psi – psaai (as in top side) or saai (as in side)
$ω$ – omega – oh-meg-ə or oh-mɪg-ə (UK), oh-mey-gə or oh-meg-ə (US)
