Bruno hears Hitler referred to as "The Führer." It is through Bruno's mispronunciation that he refers to him as "The Fury." This becomes the name he gives to the Nazi leader. "The Fury" is representative of how Bruno sees Hitler. An example of this would be when Bruno calls him "quite the rudest guest he had ever witnessed." Bruno's name reflects both the power that Hitler possesses and also the way he treats others. Bruno notes this in how Eva is treated.
In giving him the name of "The Fury," Bruno demonstrates a couple of interesting qualities. The first is that Bruno's mispronunciation is reflective of how distorted life under Hitler actually is. Bruno's inability to speak correctly mirrors in the inability for others to act effectively under Nazi rule. Another interesting element that emerges from Bruno's name for Hitler is that "the fury" represents how Hitler rules. His position of power is reflective of the force and strength with which he controls others. Thus, as Bruno mispronounces his name, he actually effectively communicates his condition of power. In giving him the name of "the Fury," it is clear that Bruno articulates some distinct qualities of the Nazi leader. Just as "Out-With," the name Bruno gives to Auschwitz, reflects specific qualities behind it, the name given to Hitler as "the Fury" mirrors particular traits.