Assalam-O-Alaikum
My question is that many of my friends call Allah (SWT).. Allah Miya.. As I know it's not right to say that can you please tell me weather it's right or wrong.. Explain it well please...

Assalamu alaikum,

We should not call Allah (SWA) by this name.

Assalamu alaikum

As far as I am aware, miya is a hindi word.

Is it possible your friends are Indian Muslims? Islam Reverts perhaps?