Except that, in English, it's actually pronounced very similar to gorilla (the vowels may be slightly different, but the r and l sounds are normal English). I speak Spanish, and I'm aware that's how you say it in Spanish, but that's not how you say it in English. If you want to say it that way, that's not a problem, but that's not the standard English way to say it.
Incidentally, the same applies to the meaning as well: In English, we use guerrilla as an adjective, and it can apply to either the war or the soldiers ("guerrillero", if you prefer). Adjectives can also be used substantively, so "guerrilla" on its own is usually used to mean a guerrila soldier. I recognize this is different from its usage in Spanish.
Incidentally, the same applies to the meaning as well: In English, we use guerrilla as an adjective, and it can apply to either the war or the soldiers ("guerrillero", if you prefer). Adjectives can also be used substantively, so "guerrilla" on its own is usually used to mean a guerrila soldier. I recognize this is different from its usage in Spanish.