My first name is easy to pronounce and I don't think I've ever heard anyone mispronounce it.
Last name is a whole different story. It's so un-common (only people in the US who have it are family) that I don't think I've ever heard it pronounced the RIGHT WAY
Same thing for my maiden name, I went from one difficult name to pronounce to another
And since NOBODY pronounces it right, I just let it slid. Unless DH is with me, then I correct them.