This is a very common question. It all began with a Jewish tradition called the “ineffable name” doctrine. Jews, for various reasons, started to substitute His name with the Hebrew title “Adonai”. Adonai is the Hebrew word for "Lord". This information can be easily verified in many Bible dictionaries and various encyclopedias. For instance, the Encyclopedia Britannica states:
the God of the Israelites, his name being revealed to Moses as four Hebrew
CONSONANTS (YHWH) CALLED THE TETRAGRAMMATON. AFTER THE EXILE (6TH CENTURY BC), and especially from the 3rd century BC on, Jews ceased to use the name Yahweh for two reasons. As Judaism became a universal religion through its proselytizing in the Greco-Roman world, the more common noun elohim, meaning "god," tended to replace Yahweh to demonstrate the universal sovereignty of Israel’s God over all others. At the same time, the divine name was increasingly regarded as too sacred to be uttered; it was thus replaced vocally in the synagogue ritual by the Hebrew word Adonai ("My Lord"), which was translated as Kyrios ("Lord") in the Septuagint, the Greek version of the Old Testament.
We see in the above quote that Jews started to vocally replace the name "Yahweh" with "Adonai" (Lord) for two reasons:
1. It was beginning to be believed that His name was too sacred to be uttered
2. They preferred to simply call Him "Elohim" rather than "Yahweh" to demonstrate to the world that He is the only true Elohim.
While on the surface these reasons may seem honorable, they are very unscriptural. They were and are attempts to improve on Yahweh’s already perfect ways. If Yahweh really wanted a substitute, why would He have placed His name there to begin with? Though scripture says to follow Yahweh rather than man, we find that nearly 7,000 times the most important name of all is replaced with a another word that man has chosen.
This tradition was not practiced by the Messiah or the apostles, but it was adopted by some Christians during the early half of the 2nd Century CE/AD. By the 4th century, this practice was well established and widely practiced. Jerome, a 4th century "Church Father" who authored the Latin Vulgate version, substituted the name "Yahweh" throughout with the Latin word "Dominus" (meaning "Lord"). The tradition of replacing Yahweh’s name with “the Lord” continues to this day. Most English translations substitute the name Yahweh with “the LORD" and translations into other languages will also commonly choose a title meaning "Lord" in their own language. More information on this can be found in the preface of many modern bibles.