Korean · Pronunciation Guide
yeo-ja. A y-glide onto the unrounded ㅓ, then a plain ㅈ voicing between vowels into a soft j.
yeoja
Two blocks, level. The vowels differ -- ㅓ then ㅏ -- and keeping them apart is the main task, since both are unrounded and English tends to collapse unstressed vowels toward one another.
Listen: 여자
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그 여자는 웃고 있어요.
Geu yeojaneun utgo isseoyo.
The woman is smiling.
Listen: 그 여자는 웃고 있어요.
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그 여자는 웃고 있어요 puts the noun before a progressive form, and 웃고 tenses its ㄱ into ㄲ after the neutralized ㅅ batchim, giving ut-kko. So a soft, vowel-heavy noun is followed by the sentence's only hard consonant.
Splitting 여 into 'yee-uh' is the first error and it makes the word three beats long. Then there is the ㅈ, which between vowels should be soft and quiet rather than a full English j. Rounding the ㅓ gives 'yo-ja', which is a different sound entirely.