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Depends on the language. BtN lists it as a Slovene abbreviation of Doroteja (Dorothea), in which case it is pronounced Tei-ya (ei as in weigh). Bear in mind that the normal pronunciation of j is as English y. The palatal approximant j was replaced in English by the voiced palatal fricative which developed from palatal g, which in many words was then replaced by i, which was then, purely by scribal convention for clarity, replaced by y when initial or final (thus "day", but "daily" when the i is not final). In almost all the other European languages, and non-European languages which later adopted the modified Roman alphabet, the approximant is represented by J, developed from I. Y in other languages is frequently the equivalent of OE Y, or Greek Υ (upsilon, a u sound similar to the u in Tuesday).

I say it's said like this because I requested my spiritual name at 3ho.com and I received it as Teja Pavan ...And the website pronounced it this way as well as my yoga teacher.