This name of God occurs first in Gen. 15:2. There we read, "And Abram said, Lord [Adonai] GOD [Jehovah], what wilt Thou give me, seeing I go childless, and the steward of my house is this Eliezer of Damascus?"
The name, Adonai, occurs about 300 times in the Old Testament, and being plural like Elohim, the only two names of God in Scripture in the plural, enshrines the thought of the Trinity. Its meaning is My Lords, but always translated Lord.
It would be well to recall that the title, Jehovah, whether translated as GOD or LORD, is always printed in our Bibles in capital letters, whilst Adonai, always translated as Lord, is printed in small letters with an initial capital only. Adonai is largely used in the Psalms, Isaiah and Ezekiel. It is often bracketed thus, "The LORD GOD [Jehovah-Adonai]. It is a name used largely by the Lord's people in Old Testament times in turning to God for help, guidance, mercy, compassion.