I'd pronounce it the way we always did in church, Mag-da-lyn??? As opposed to the more european pronunciation of Mag-da-leen. HOWEVER one of my best friends has a 2 year old daughter named Magdalena, (last part pronounced lay-na) and I think it's just beautiful. Names are so subjective, that you as parents can take whichever pronunciation you like best and call your child whatever you want! And she would have so many nicknames to choose from! Maggie, Magda, Lynne, Lena, etc... Good luck!