Maybe this will help.
Christianity was founded upon a Jewish foundation. Jesus Himself was an observent Jew.
We identify Jehovah as the Father in heaven (YHWH).
Based upon Jewish prophecies concerning Messiah, Christians believe that Jesus is the physical embodiment on Earth of Jehovah.
In the end, Christians perceive G-d to be a triune being (Trinity), and much of the Torah seems to bear this out. Frequently references there identify Jehovah, YHWH, Adonai, ElShaddai, etc. Also, frequent references are given in the English King James version to "the LORD" as well as "the Lord," and the Spirit of God, or Spirit of the LORD is identified throughout the Torah.
So while you refer to G-d as a single entity, Christians see three different ways in which Jehovah has manifest Himself to mankind. The Shemah of Deuteronomy 6:4&5 is still valid for Christians.
To Christians, Jesus is Jehovah. Your Christian friends mean no harm, except to encourage you to search your own scriptures.