"Theta" looks like an "O" with a line through it, and it's pronounced "Th". It's one of the unusual ones that need to be memorized, but at least it doesn't look like what it isn't!
"Iota" gives us the phrase "Not one iota!" referring to something very tiny. It also is pronounced as "i".
Go on to the next three letters of the Greek alphabet.
You can also practice on some real Greek roadsigns. Get some more practice on using the Greek alphabet in Greece - compare airfares to Greece here: Find Greek Airfares


