Here are the most common pronunciations:
* SAN-ya (with a long "A" sound like in "father") - This is the most common pronunciation in India, where the name is of Sanskrit origin.
* SAH-nee-ah (with a short "A" sound like in "cat" and a strong emphasis on the second syllable) - This is a common pronunciation in Arabic-speaking regions.
It's best to ask the person how they pronounce their name to be sure.