Some abbreviations are read as individual letters.
WHO[W-H-O] World Health Organisation
IDIdentity [an identity card or passport]
BBCBritish Broadcasting Corporation
GM(O)genetically modified (organism)
IRAIrish Republican Army
UN United Nations
PMPrime Minister
MPMember of Parliament
NOTE When these abbreviations are stressed words in the sentence, the stress falls on the last letter, e.g. She works for the CIA. I heard it on the BBC.
In the following three cases, the name of each country and the name of its secret police are pronounced as individual letters/numbers.
CIA(USA) MI5(UK) KGB(of the former USSR)
Some abbreviations are read as words; we call them acronyms.
NATO/neitəu/ North Atlantic Treaty Organisation
OPEC/'əu πεκ/ Organisation of Petroleum Exporting Countries
AIDS/eidz/ Acquired Immune Deficiency Syndrome
PIN/pin/ Personal Identity Number (e.g. for a bank or credit card)
Some acronyms have become so normal as words that people do not think of them as abbreviations any longer, and so they are not written all in capital letters.