Re: If you had a difficult-to-pronounce name...
My name is Mara (MAHR-uh), and typically, people will ask if they pronounced it correctly, giving me an opportunity to correct them without being rude about it. If they don't ask, I usually don't correct them, and then it leads to situations such as when one of my teachers referred to me as MY-ruh for an entire semester until his wife (also one of my teachers) corrected him...
Since I moved to the South, I've noticed people usually guess pronunciation correctly down here, as opposed to the MA (as in map or mat)-ruh and MEHR-uh of the Northeast.