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Wikipedia offers two etymologies, and life experience has given me two pronunciations (wee-JA and WEE-jee).

Etymology:
Does the "ancient Egyptian word meaning 'good luck'" etymology hold water?

Pronunciation:
Online sources confirm the wee-JA pronunciation, but the movies produced by Hasbro (the makers of the game) use the WEE-jee pronunciation.

Do either of the etymologies factor into the two pronunciations?

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Concerning the origin of the 'ouija', the name given to what is or was also called, variously, the 'planchette' (a forerunner device), the 'talking board' (a forerunner name), and the 'Egyptian Luck Board' (a contemporaneous alternative name), the most credible account is that the name was supplied by Helen Peters, the sister-in-law of the patent applicant, Elijah Bond. Peters, according to the history put together by Ouija historian Robert Murch, spelled out a word engraved on a locket she wore during a session with a talking board.

[Peters received] the O-U-I-J-A name from the board itself, which told her the strange word meant “good luck.”

(In truth, the name “Ouija” was written on the necklace locket that Peters was wearing at the time.)

From Baltimore Magazine, 20 Oct 2015, "Not Dead Yet" by Ron Cassie.

Murch's conclusions, based on more than twenty years of research, are also cited more comprehensively in an article titled "The Strange and Mysterious History of the Ouija Board" (Smithsonian.com, 27 Oct 2013, by Linda Rodriguez McRobbie):

Contrary to popular belief, “Ouija” is not a combination of the French for “yes,” oui, and the German ja. Murch says, based on his research, it was Bond’s sister-in-law, Helen Peters (who was, Bond said, a “strong medium”), who supplied the now instantly recognizable handle. Sitting around the table, they asked the board what they should call it; the name “Ouija” came through and, when they asked what that meant, the board replied, “Good luck.” Eerie and cryptic—but for the fact that Peters acknowledged that she was wearing a locket bearing the picture of a woman, the name “Ouija” above her head. That’s the story that emerged from the Ouija founders’ letters; it’s very possible that the woman in the locket was famous author and popular women’s rights activist Ouida, whom Peters admired, and that “Ouija” was just a misreading of that.

My own ad hoc research into the origin of the name, carried out over the course of many hours (well, less than two), also suggested that the novelist and feminist Ouida might have been the inspiration for the name. In addition, my research trivially discredited one claim in the Smithsonian.com article, namely that in "February, 1891, the first few advertisements started appearing in papers". Rather, those advertisments first appeared in October of 1890, and proliferated in December of 1890. The later ads stated that the claims about the board had been "tested, and...demonstrated" as required before the patent was granted:

early ouija ad, 3 December 1890

The Baltimore Sun, 3 Dec 1890, p. 1.

The earlier ad for ouija boards appears on p. 4 of the 24 Oct 1890 Evening Star (Washington, DC), and shows what must be regarded as the original pronunciation, we-ja:

earliest ouija ad found, with pronunciation, 24 October 1890

My...extensive...two-hours (or so) of research also suggested another possible source of the word on Peter's locket. In a story about a popular good luck talisman picked up from the American Register of Paris and reprinted on p. 6 of the 24 Nov 1885 issue of the St. Louis Post-Dispatch (St. Louis, MO), the word 'oudja' is reported to signify "luck and happiness". The story was widely reprinted in various forms through at least 1891. I show here a condensed version of the tale from The Times (Shreveport, Louisiana, 7 Oct 1891), reprinted from the Philadelphia Record:

the oudja story, 1885-1891

While the Oudja story plays into the alternative name of the ouija board, the 'Egyptian Luck Board', and is contemporaneous with the creation of the name 'Ouija' by Peters, the emblem described is not "the picture of a woman" said to be born by the locket Peters wore.

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    Wow! This is an amazing and well supported answer. It appears that each of your sources support the "wee-ja" pronunciation, so do you have any idea where "wee-jee" comes from—particularly since it appears that Hasbro (owners of Parker Bros.) support the "wee-jee" pronunciation? – user170207 Oct 28 '16 at 20:24
  • @M-A, I didn't uncover anything about the origin of the wee-jee pronunciation, other than in the negative: we-ja was the original and is still the more common pronunciation (given first by OED, AHD, Random House); Hasbro gives wee-ja on the instructions. The wee-jee pronunciation appears to be foremost an affectionate diminutive, with a hint of trivializing diminishment that seems motivated by fright and awe. I can't speak to the movies. – JEL Oct 29 '16 at 7:37
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OED has

Pronunciation: Brit. /ˈwiːdʒə/ , /ˈwiːdʒi/ , U.S. /ˈwidʒə/ , /ˈwidʒi/ with none of them accented on the second syllable.

their etymology:

Origin uncertain. The word has been variously explained as (a) < French oui oui adv. + German ja yes (see yea adv.), (b) < an ancient Egyptian word for ‘good luck’ (although apparently no such word exists), and (c) < the name of Oujda, the name of a city in Morocco.

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