When the Spaniards came to Mexico they encountered sounds that could not represented in Castillian language or what we call the Spanish language. However, there existed in Spain languages other than Castillian such as Basque, Catalan, Aranese, and finally Galician. It is the Galician language which has the 'X' sound needed to pronounce Mexico correctly in the native language. In Galician and as in Portuguese the X letter has the sound of sh as in shoe. Mexico pronounced correctly in the native language of Mexico the Nahuatl language would sound just like it is pronounced by Portuguese or Galician. In English is would be Meshico. Unfortunately for most of the Mexicans that speak only Spanish they cannot prounouce the name of their own country correctly. Instead, they substitute as in English a H sound which is pronounced Mehico or in Spanish Mejico since in Spanish the j sounds like the english h.
The above is a contribution by Mario.
Now then, native Spanish speakers have a difficult time pronouncing "sh" (and are often derided for this in the US), whether in an English or a Mexica word. The consequence of this is that in most cases where convention dictated that "X" meant "sh" this pronunciation has been replaced by the easier "ch" or even simply an "s" (owing to the fact that some friars chose to represent "sh" with a "c circumscript" or the z of their time (the Spaniards of that time were still working out how to distinguish the similar S and Z sounds in script), so that one often sees the Mexica "flower" spelled variously as "xo'chitl" and "zu'chil"). In practice, native Spanish speakers pronounce Xochimilco as so-chee-meel-koh. Another example of a case where "sh" has been replaced by "s" is Tlaxcala (originally Tlaxcallan, pronounced: Tlash-Kall-ahn, meaning "residence (or, place) of bread), which all Spanish speaking Mexicans now pronounce as Tlass-kall-ah. But, this has not occurred universally. For instance, Chignahuapan is a case where "sh" was replaced by "ch," and in a few instances the "sh" has been preserved. My favorite example of this is the small community of Xonaca, nearby Puebla (actually, swallowed up by Puebla now), where the name is still pronounced as "shoh-nah-kah" (from the original Xonácatl = onion, which means literally: "meaty leg" ;). By the way, this town's name is a good shibboleth for people of the area; natives will say "shonakah," whereas if you call it "chonaka" or "sonaka" or "ksonaka" you've given yourself away as not being from the vicinity of the city of Puebla. An example where "x" became "j" (aside from two to be discussed below) is the city of Jalapa in Veracruz. Natives of the region write it as Xalapa, and as you can guess, the original was Shah-llah-pahn (sand upon the waters). By the way, this is where the jalapeño chilli (another Mexica word) pepper gets its name.
Por otro lado, un caso muy típico de que la "x" no se pronuncia como 'j' en España es el de la palabra Mexico; en la mayoría de los libros y periódicos Españoles que he visto, Mexico se sigue escribiendo como "Mejico", y en los casos en que los españoles lo ven escrito como "Mexico" entonces lo pronuncian "Mecsico".Building upon the example above, the original word was probably: "Meshtleeko." This word was a mine field for the friars, not only on account of the "sh," but also on account of a special Mexica "T" (there are three: T, TL and TZ). This "T" sound is unique to this language, and one finds it all over the Mexican map. Try the following little experiment:
1. Pronounce "toy" several times slowly and notice how you pronounce the "t" sound. You'll find that you place your tongue on your upper palate, right behind your teeth, force air from behind your tongue creating tension, then release the tension by letting your tongue down from your palate. "T" is pronounced in this way in all Indo-European languages, it is a minor explosion.
2. You might have to practice the following a bit, but now place your tongue on your upper palate, behind your teeth, as you would normally when about to pronounce a "t". Now, expel the air from behind your tongue WITHOUT releasing your tongue. You'll note that the air must escape somehow, and that it will do so out the sides into your cheeks. You've just pronounced a Mexica "t". The closest the friars could come to writing this sound was to use a "t" followed by an "l", and as you can see this sound is composed of two separate sounds, and is quite different from the single sound you've now learned to pronounce.
So, we have the simplified "Mexico" evolving from the fact that the original Meshtleeko was truly difficult for native Spanish speakers to render. In a very few generations from the conquest, the original "sh" sound that the "x" symbolized was replaced by the more common interpretation of "x", the "j". This occurred because native Mexica speakers nearly disappeared from the central valley of Mexico in the first few decades post-conquest and those few remaining were not influential in any possible sense, and those Spaniards across the oceans who administered their new possessions on the basis of written reports issuing from these did not have the guidance of native speakers of Mesoamerican languages to properly interpret the "latinized" versions of native words.
Because of this, Spaniards soon began writing the name of the country as it was pronounced: "Méjico." Mexicans themselves (by and large) have continued to employ the "Mexico" version. Even though both pronunciations are as far from the original Mexica word, the usual reason advanced for this is that this word and its present spelling connect Mexico with its historical past, the word is, if you will, a verbal artifact that is living proof of our tortuous past in the same sense that a fossil bone tells its own story.
You might be interested in how the Spaniards today view this whole issue (from a document of the Royal Spanish Academy):
Mexico. En esta palabra la x se pronuncia como la j: Méjico. Mexico es la deletreación que los Mexicanos han querido darle al nombre de su país, y el que a su pedido se ha esparcido en el uso de todo el resto de los países Hispano-Americanos. Es un arcaicismo ortográfico que no tiene justificación, ya que hoy en nuestra lengua todos los sonidos de j se significan con una sola letra, la j (también con la g, si ésta sigue a la e, o e i). Tiene además la desventaja de que la gente que no conoce el secreto de la x pronuncia mal a la palabra como méksico. Unamuno define esta singularidad ortográfica como "una ansia por distinción e independencia," "un afán envidioso por la diferenciación." Sin duda alguna, la mejor recomendación es la de escribir Méjico y la de extender la j a todas las de mas derivaciones de esta palabra...
"Mexico is a land of controversy, and a land of extremes.
Everything is under contention there. Any claim to knowledge about
the place is subject to dispute. Even the spelling of the country's
name is a matter of controversy. Indeed, the conflict over Mexico's
name presents a crude model of what Mexico is, and how it works."
-Dick J. Reavis, "Conversations With Moctezuma"
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