That's because it's spelled "féin" as Gaeilge, so it's more like 'fay-n'

Yeah, (born and raised in Ireland, complete with the mandatory Irish Language lessons), I'm just wondering where the poster above got the supposed "h" sound from.

I'm pretty sure it's pronounced with that 'h' sound in Ulster but most schools in Ireland are taught "Gaeilge na Mumhan" so we grew up it being an 'f' sound