The two adjacent n's in Pennsylvania are derived from the surname of William Penn, the founder of the Quaker colony in America that eventually became the state of Pennsylvania. Across the pond, Penn wasn't exactly well liked: he was expelled from Oxford for his Puritan beliefs and was imprisoned for publishing material in support of Quaker doctrine. With that said, his father was the knighted Admiral William Penn, and some etymologies suggest that the first part of the state's name may have been influenced by the senior. Junior, however, inherited estates and the influence of King Charles II, who granted him a vast province on the Delaware River in payment for debts owed his father.
The middle part of Pennsylvania is sylvan, a word that originally referred to a mythological deity of the woods before gaining the general meaning "one who frequents the woods." Sylvan also has adjectival use describing people or things living or located in the woods or things relating to or characteristic of the woods.
The word's ultimate -ia is a noun suffix from Latin and Greek that is used in English to indicate place-names (e.g., suburbia).
All roots considered: the name Pennsylvania can be translated as "the woods belonging to Penn." It is pronounced with an initial \pen-\ or \pent-\ and a terminal \-nyə\ or \-nē-ə\ (as in the ending of mania).