As far as i know, particle 'an' should be put before the words that start with a e i o u. But why do you guys say 'an hour'

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The rule is "Use 'an' when the word starts with a vowel SOUND (not a vowel..) and 'a' if not".
So we say "a hotel" ("h" is not silent) but "an hour" (which starts with a vowel sound because of the silent "h") , and "a european" and "a unicycle" (these start with a "you" sound which is not a vowel sound), but "an SMS (because SMS is pronounced ess emm ess which starts with a vowel sound) and similarly "an MP3".....