Well, a glance at my Italian dictionary assures me that "sigillato" = "sealed" (and because it's terra the adjective must agree in gender, so you have sigillata). In Italian a g followed by an i is pronounced like a j in English (as in jerk, juice, jealous). So if you want to remain true to its roots, use "see-jeel-LAH-tah". However, imported words often change pronunciation (much to the chagrin of those of us who know the original language) so it's also perfectly legitimate to adjust the pronunciation to whichever is easiest for an English-speaking tongue.

In summary, use whichever pronunciation you like. But if you were in Italy you'd have to say it as above in order to be understood.