It isn't necessary, but it is common. The reason is that actual Hebrew names of God are not to be mistreated, i.e. thrown away in the trash or erased. This prohibition does not apply to the English word God (or it's equivelant in any language other than Hebrew). Nevertheless, as a personal stringency, many people do not write out the word God. It also doesn't apply to text written on a computer monitor, but does to text that is printed; again only Hebrew names of God. However, if I were to write one of the Hebrew Names in my answer, I would not write it out completely or as a whole since someone reading it might print it and mistreat it.
They do say God, Gott, Allah and whatever other words equate in various languages.
Hebrew has no letter with a "J" sound, so there is no such name as Jehovah in Hebrew. That is an Anglicized pronunciation of the German (assumed) transliteration of the tetragramaton. A German "j" sounds like a "y". Modern Hebrew has incorporated the "j" sound by using a geresh (looks like an single quotation mark) after he letter gimel to denote that it is not a hard "g" sound. However, it doesn't apply to the Name, which has no gimmel in it.