Milngavie is one of the big "pronunciation problem" places in Scotland, for non-Scots -- approximate pronunciation, I gather, "Mull-guy". Another such, which has given me difficulty in the past, is Kilconquhar, Fife -- pronounced approx., "Kin-YEW-char". (I understand that there's an official alternative spelling, "Kinneuchar": much closer to the pronunciation.)