Of all the names H. P. Lovecraft made up, this is probably the most frequently misspelled and mispronounced. Impressive for a five-letter word, especially when it has competition like Nyarlathotep. Perhaps the longer names inspire more care in the reader. R'lyeh is short enough that the brain can automatically mangle it into something more pronounceable, such as Ry'leh or R'leyh. Unfortunately, these alterations ruin the point of the word. R'lyeh is such a blasphemous place that the mere act of saying its name is unnatural and causes discomfort. If you can get your mouth around it easily, you're saying it wrong.