Yes, that's right, it does begin with JN. It's from the Indo-European root GNO- meaning 'know, knowledge': which becomes the KNO- of the English words, and is the GNO- of Greek gnosis, Gnostic etc.

The second letter is a NY sound, as in Spanish. Altogether not easy to pronounce. (I believe modern Sanskritists give up on the original DYNY- sound and just make it some simpler combination, such as GY- or GNY-.)

Jñana is one path to Moksha, and in Sanskrit it means 'knowing.' This concept is closest to the ideals of the 9th century philosopher Shankara, who said that Moksha is only attained by removing the Avidya that hides the impermanence of this world (maya). Shankara also said that atman is Brahman and that they cannot be separated, just as salt cannot be separated from water. Upon reaching the higher, transcendental level of truth, one will realize that even in maya/illusion, Brahman is present and that he plays (Lila) with maya. This doctrine is of non-dualism.

see dualism

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