I've never had it happen to my first name but my surname is CONSTANTLY mispronounced. It is very unusual though.
The weirdest mispronunciation I know of is an actress called
Gillian Blakeney who was in an Australian soap and her name was pronounced with a hard "G" as in gate because her mother had only seen it written down and didn't know how it was pronounced! I always thought that was pretty stupid. I think I'd make sure I knew how my own child's name should be said before they were born!