Greek letters are widely used in mathematics and other fields of science. There are a couple of differences in pronunciation of the names of the letters between English and most other European languages, which is a common source of mistakes. That's why in the following, I used a notation for pronunciation that should be easy to understand for non-native speakers, but native speakers should do just fine too.
α – alpha – æl-fə
β – beta – bee-tə (UK), bei-tə (US)
γ – gamma – gæ-mə
δ – delta – del-tə
ε – epsilon – eps-ill-ən or ep-sigh-lonn (UK), eps-ill-aan (US)
ζ – zeta – zee-tə (UK), in the US more commonly zei-tə
η – eta – ee-tə (UK), in the US more commonly ei-tə
θ – theta – thee-tə or thei-tə (in the US; both with 'th' as in think)
ι – iota – eye-oh-tə
κ – kappa – kæ-pə
λ – lambda – læm-də
μ – mu – myoo
ν – nu – nyoo
ξ –
xi –
ksaai (as in “sick sigh”) or zaai
ο – omicron – oh-my-kronn (UK), aa-mə-kraan or oh-mə-kraan (US)
π – pi – paai (the same as pie)
ρ – rho – roh (rhymes with go)
σ – sigma – sig-mə
τ – tau – taa'u (rhyming with cow) or taw (rhyming with saw)
υ – upsilon – “ups” as oops, ʌps or yoops, “ilon” as ill-on or I'll-ən
φ – phi – faai (as in “identify”)
χ – chi – kaai (as in “kite”)
ψ – psi – psaai (as in top side) or saai (as in “side”)
ω – omega – oh-meg-ə or oh-mɪ-gə
(UK), oh-
mey-gə
or oh-
meg-ə
(US)