You hear the H sound in words like Mexico and a few names like Ximena. Mostly, X is pronounced like a J (the H sound) in names of Mexican cities. There was a change in the way this letter is pronounced. It used to have something like an Sh sound. It still does in Portuguese. Then it acquired the H sound and now it is pronounced like a regular X in most words. Mexico is still pronounced Mehico, or M?jico, as they spell it in Spain. In Mexico, the word Xoxo, is pronounced Jojo or Hoho. Centuries ago, Mexico was pronounced Meshico.
