Generally Latin letters are pronounced the same as their English counterparts, but there are a few key exceptions.
C & G. C as in Caesar. However, nowadays we often pronounce Caesar as if it were spelled Seezer. In fact, in Latin C is always hard, never soft. In other words, it is always pronounced like a K, and never like an S. So Caesar is more like the German Kaiser, unsurprisingly.
G, as well, is always hard and never soft. So when we have the word lex (law), it's genitive form is legis, and rather than being pronounced like legislature (which is obviously derived from the Latin word), the G in legis is pronounced like the G in Vegas, as in Las Vegas.
C and G also were interchanged, the history is unclear to me (something about the Etruscan alphabet being borrowed, and not having the same sounds, but I don't care to explain any further), but it is the reason that sometimes we see the nomen (name) Caius, and sometimes we see Gaius, or like wise, sometimes we see Cnaeus, and sometimes we see Gnaeus. The names, though, when abbreviated, always use C rather than G. So, for example, Gaius Iulius Caesar would be C Iulius Caesar, or Gnaeus Pompeius Magnus (Pompey the Great) would be Cn Pompeius Magnus.
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