I heard someone complaining about the fact that he had to say to himself “feb–ru–ary” every time he wanted to spell the name of the month. I, being a non-native speaker, didn’t really understand why—isn’t February one of the most regularly pronounced words in English?
It turns out that a lot of speakers pronounce “February” not as /ˈfɛbrʊərɪ/ (feb-roo-ə-ree) but as /ˈfɛbjʊəri/ (feb-yoo-ə-ree), with “yoo” instead of “roo”, and in many parts of the US, “febyooarists” are in the majority.
On the other side of the Atlantic, the situation is reversed—most people in the UK say “feb-roo-ary”. However, most major dictionaries, both American and British, now list “feb-yoo-ary” as an acceptable variant, so it’s more a matter of personal preference than correctness. If you live in an area where people use only one of the two pronunciations, you may want to use it too, just so that you don’t get weird looks from the natives.