Getting even more technical, some denominations don't even admit calling Him Jehovah or Yeshua, because it's a phonetization of יהוה, the hebrew tetragrammaton, commonly latinized as YHWH... For some, He doesn't really have a name, at least no earthen name worthy of him, and thusly simply refer to him as Lord or Him or simply God. Refer to Exodus 3:14, when He states "I AM WHO I AM." - some interpret that as meaning that he simply cannot be named in earthen tongues, for He simply IS. It's a theological can of worms, not everyone can agree on that. Hell, the Abrahamic religions can't even agree on the nature of Jesus - Prophet, Son of God, God Himself, All of the Above... The variations within the denominations are endless. People have been arguing that for years. What is blasphemy for one, is nothing to the other, and so on and so forth. Toss in non-scripture holy texts, and you have yourself material for another two thousand years of discussion. My opinion on this matter is... In our western society it has become a common enough interjection, especially in urban centers, that it is not worth it to get upset about. Many more things to worry.