Yiddish orthography has only been standardised fully in fairly recent years. It reflects the pronunciation used in the Jewish communities of eastern Europe, most of which were far from any Standard German speakers. So you'll find spellings like "shayn" for "schoen" (hence perhaps the offensive term "Sheeny" for a Jew), "a gutn tog" (guten Tag"), "oysruf" (Ausruf), "shlof" for schlaf. Most words have many variant spellings.

The S was as in snake, if you want a sh- sound, spell it that way, so shtetl for Staedtl; the Z was as in buzz, so klezmer is NOT pronounced "kletsmer".