I have the same problem. My middle name, which I used when I set up the Echo Dot, is Jón. Note the acute accent over the "o." It is not pronounced like "John," of which it is the Icelandic equivalent. It is pronounced so that it rhymes with "phone." When I went through the voice learning routine, I pronounced it correctly, but Alexa did not learn from that exercise, and after it was over said something like, "You've completed the voice learning in fine fashion, Carl John." She didn't learn a blasted thing about how my name is pronounced. Frustrating. I used my middle name because one of my late mother's requests in her last year on this earth was to use my middle name more often to show pride in my Icelandic heritage. It doesn't work in this case if Alexa pronounces it incorrectly.