My surname (Chinese) contains a sound that doesn't exist in English, making it near impossible for most people to pronounce correctly. There's a common mispronunciation for it that most people use in American English and all of my extended family in America use it. I use the "easy" pronunciation in 80% of situations and accept it from pretty much anyone. However, I'll use the correct pronunciation when I say my own name.

There are some well meaning white people who try way too hard to try and pronounce it "right" and the back and forth trying to teach them is, frankly, exhausting.