My real name is 于野.
Use Google Translate to hear how to pronounce it correctly (family name comes first).
Ye is my first name. It sounds like "yeah" or "yes" without the s in English. Yu is my family name. It sounds /y/ (in the International Phonetic Alphabet).
To pronounce this sound, say "ee" with rounded lips, as in German "über" or French "lune".
See wikipedia page for close front rounded vowel for help.
It surprises me a lot when people saying Yeah You.
e.g " Hey, yeah, Here comes Mr You. "
I give up educating people on the pronunciation. I now go by "YY".