From Wikipedia:
In Scottish mythology, Nicevenn (also called Dame Habonde, Abundia (German), Satia, Bensozie, Zobiana, Nicheven, or Herodiana) was a Scottish Goddess (or witch according Christian recharacterization) during the Middle Ages. According to myth she rides through the night with her followers in Samhain (November). Her name can be translated as "Divine" or "Brilliant." She is equated with the Roman goddess Diana and her Wild Hunt.
Carlo Ginzburg relates the Nicevenn to La Befana of Italy.
As far as the pronunciation goes, I did alot of research into this and it seems to me like it would natively be pronounced like "Nees-eh-vhen".