The Chambers definition of ‘W’ (as a letter – it has many intriguing roles as an abbreviation) is an evening’s read in its own right, from which I will quote just once: “The unvoiced form is written wh as in what, but most English people substitute the voiced sound in pronouncing words spelt wh, and Scottish speakers insist upon sounding hw.” (My mother insisted upon that too, and she certainly was in no way Scottish.)
It’s a native letter in very few (thirteen, according to doubleyouikipedia) Latin languages. Its name varies, but is pretty well always a translation of ‘double-you’. Except when it isn’t - the ‘you’ component shifts between u and v – hence the Italian doppio-vu and French double vé, which we would translate back as ‘double-vee’, which it clearly isn’t. (And German uses it as if it were single ‘V’ – can’t they get anything right?) So we, the English, seem to have invented this most useful of letters – think of a baby’s first utterance, a child’s first question, a hooligan’s howl of frustration – and yet haven’t found a proper name for it. One is quite freely available, you know: the old English wyn, for which I can’t find the symbol, but which is, coincidentally, derived from the OE word for ‘joy’. God save the Kween.
Well, that’s why we are the way we are.