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"You" sounds like "U". U is a vowel. so does "You" begin with a vowel?

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"You" begins with a consonant, in all senses of the word "consonant".

There is a difference between "vowel" as used in English orthographic pedagogy and "vowel" as used in linguistics. The name of the letter "u" in English happens to be pronounced [ju], the same as "you". But in spelling books, the vowel letters are "a, e, i, o, u" and "sometimes y", and I recall them trying to teach us that the letter "w" can even be a vowel (in the spelling-rule sense sense). However, the linguistic sound that occurs at the beginning in the name of the letter, IPA [j] is a consonant. Similarly, the letter "r" is a consonant, but the name of the letter is pronounced the same as the word "are", which linguistically begins with a vowel. In other words, there's a difference between a consonant / vowel value in spelling rules, which are about letters, and the actual linguistic sounds that the letters frequently represent. And then you have the fact that the names of the letters are sometimes quite different from the corresponding linguistic sounds, such as "h, y, w".

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    Well in the phonology of a language like English /j/'s a consonant. But phonetically [j ]'s, well, erm, got all the characteristics of a vowel. – Araucaria - Not here any more. Aug 17 '17 at 16:48
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You seem to be mixing up letters with sounds - don't mind the downvote; this is something that confuses many people who haven't had much linguistic training.

"u" as the written letter is just a symbol in the alphabet, which happens to be classified as a vowel in English, since "u" behaves as a vowel in words such as "turn", "tour" or "up". In this sense, "u" as a letter is a vowel.
Similarly, "you" as a written string of letters starts with the letter "y", which is sometimes a vowel an sometimes a consonant in English: It behaves like a consonant ([j]) in environments like "you", "yes", "voyage", but it behaves like a vowel ([i]) in environments like "happy", "layman".
So as a written letter, "u" would be a vowel.

But the letter "u" des not only have a written spelling ("u"), but also a pronounciation: It is pronounced as the sound sequence [juː] - which starts with a consonant, [j].
The pronounciation for the letter "y" is even different: It is pronounced [waɪ] - starting with the semi-vowel [w], like in "water".
So the spelling of letters can be different from the pronounciation of the letters.

If we look at how these individual letters are realized as sequences of sounds in words, we notice that most words are not written as they are spelled:
In "turn" or "up", for example, the "u" is not pronounced like in the word "tour", the "o" in "tour" is not pronounced at all, and so on. And only in words such as "unicorn" or "use" the letter "u" is realized like its letter counterpart "ju".
Smililarly, "y" is often pronounced as the vowel [i] rather than the consonant [j], and almost never as [waɪ].
So, as a letter, the written string "u" is pronounced as the sound sequence [juː], and these are two different things. And as used in words rather than as a letter in the alphabet, it can be pronounced even differently - the same holds for "y".

And it so happens that the word "you" is pronounced the same as the letter "u", namely [juː]. The pronounced word "unicorn" starts with the same sequence of sounds: [juːnɪkɔːn]. So in their pronounciation, both "u" and "you" and "unicorn" start with a consonant - [j]. In their spelling, two start with a vowel ("u") and one with (depending on how wants to classify "y" as a letter) a consonant or a vowel ("y").

Whether or not now "you" or "unicorn" start with a vowel depends on which level of reprentation you are talking about:
In terms of spelling, "you" starts with the letter "y", which can be seen either as a consonant or as a vowel, and "unicorn" starts with the letter "u", which is avowel.
In terms of pronounciation, "you" and "unicorn" start with the sound [j], which is a consonant and not a vowel, followed by the sound [u], which is a vowel.

But in any case, it is false to claim that "you" starts with a vowel because it is pronounced like "u" - this would be mixing up two differnt things:
It is true that they have the same pronounciation, but at the level of pronounciation (i.e. sounds), they start with the consonant [j], and this is something different than the concept of "u" as a (vowel) letter, which, as a letter, just happens to be pronounced the same way as the word "you" (despite their spelled forms starting with different letters ("u" and "y"), and despite neither of the pronounced alphabet letter "u" nor the pronounced word "you" starting with the sound [u], but both with the consonant [j]).
Letters ≠ sounds.

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