Hello, my name is Set.
That's not a typo. For the past six months, to all non-Americans, I am known as Set. There is no Macedonian equivalent for the English 'th' sound. This is actually pretty common - just think back to any movies you've seen with stereotypical foreign accents. Usually they'll pronounce "the" as "dee", or something like that.
Also, in the Macedonian language, you pronounce every letter. There's none of this silent letter stuff we have in English. If a Macedonian reads my name (I hand them my card, or something like that) oftentimes they'll pronounce my name as "Set-kha", since the 'H' in Macedonian is a sort of aspirated k-sound in the back of the throat. It sounds like a short hacking cough.
It's really difficult to make a sound that isn't native to your language, and only Macedonians who are especially fluent in English, or have lived in the West for a long period of time, are able to do it naturally. Our equivalent would be the rolling r-sound in Spanish. Some people just can't do it.
So, to make things easier, I have become Set. This is also the name of the Egyptian god of Chaos and Death, which a surprising number of people seem to know. It also has the same meaning as a 'set' in English - like a dinner set, or a bedroom set. This often confuses people as well, so I usually have to explain myself anyway. And it usually doesn't help.