I well remember, with embarassment, when I got my first Russian grammar book. It was the summer between my junior-senior year in high school. I went to the school and got the book especially so I could start learning before the start of school. And I tried pronouncing the words just like you indicated in your initial post - that is, trying to use the "name of the letter" instead of the sound the letter represented. That's exactly why you thought it was pronounced ee-vee-ah-en. The good news is that here I am 45 years later and I can speak Russian pretty fluently, albeit with a marked accent, as my Russian buddies are wont to point out. They make fun of how I pronounce Л.

So you need a good textbook PLUS an audio tape or CD to accompany the dialogs. In the US Nachalo and Golosa are two good study sets, but about $100 for tape+text+workbook. Да здравствует капитализм!

And that does NOT translate "Yes hello capitalism"!