From http://slatestarcodex.com/2013/12/23/we-are-all-msscribe/ :

As leader of an espionage organization, I was expected to be able to avoid these damaging revelations, advise my countrymen on how to do the same, and run circles around my enemies. Without tooting my own horn too much, I maintained my most successful character for the better part of a year. This was a guy named Yvain, who infiltrated a Celtic-themed fantasy state called the Duchy of Goldenmoon, took it over, took over its largest neighbor, and was halfway to ultimate power over the entire continent before I got accepted to medical school and decided I should probably reassess how I was using my time.

(to create a paper trail and avoid breaking character, I used the nick “Yvain” for a lot of the websites I joined around this period, which is why half the Internet still knows me by that name. I am suitably embarassed by this)

An early use of the name is https://en.wikipedia.org/wiki/Ywain but I don't know if Yvain got it via some other source.

I pronounce it 'i' as in lip, 'vain' as in vain, and I don't recall ever hearing it pronounced differently. Wikipedia replaces the v sound with a w sound, but I'm going to ignore that.

Incidentally, my only prior exposure to the name was Yvaine in Stardust, and it didn't strike me as an unusual name, so for a long time I assumed Yvain was female and using her given name. I only just today realised the names are spelt differently.