Many who love and follow Christ will be surprised to learn that the name God gave His Son is not Jesus. The bible when through a Jewish filter early on by the gentiles who translated it. Many very important people in the bible were given more gentile sounding names. Take Lazarus, his hebrew name, the name his parents gave him, was "Eleazar."

LAZARUS
LAZ'ARUS (laz'a-rus; abridged form of Heb. "Eleazar").
(From The New Unger's Bible Dictionary. Originally published by Moody Press of Chicago, Illinois. Copyright (c) 1988.)

How about Peter, now that is a gentile name for sure, but Christ named him "petros" not Peter.

PETER
PE'TER (pe'ter; Grk. petros, "a rock").
(From The New Unger's Bible Dictionary. Originally published by Moody Press of Chicago, Illinois. Copyright (c) 1988.)

The Son of God was given a Hebrew name, as He was Hebrew, Yeshua. He was never called Jesus during His time in the flesh on earth.

JESUS CHRIST
JESUS: -(1) "Jesus" (Iesous) is the Greek equivalent of the Hebrew "Joshua" (yehoshua`)
(from International Standard Bible Encyclopaedia, Electronic Database Copyright (c)1996 by Biblesoft)

Here is how Yeshua became Jesus. During the times of the new testament, Israel was under Roman occupation. As Rome grew and took over much of the world in the footsteps of the Greeks, they conquered lands the Greeks had controlled for many years. Most people of these lands learned Greek and many of the Roman soldiers couldn't speak Latin, but Greek. The three major languages of Israel in the NT were Hebrew, Latin and Greek. That's why the sign placed over the cross was in these three languages. Some incorrectly think Aramaic was also a major language.

Luke 23:38
38 And a superscription also was written over him in letters of Greek, and Latin, and Hebrew, THIS IS THE KING OF THE JEWS.
KJV

Jews would naturally know the Messiah by His Hebrew name, Yeshua, however, those gentiles who spoke Greek had difficulty speaking Hebrew words that started with "Y", they came out sounding like "I." So, Yeshua in Hebrew was pronounced "Iesoua" or "Iesous" in Greek. The Greek word "Iesous" is the word for "fish." This is how and why the Greeks started drawing the symbol of the fish to represent Yeshua!

The Roman Catholic Church would not allow any bible or book to contain even one word of Hebrew, that's why their official OT and much of the NT has remained in Greek all this time. When the RCC translated the Greek name for Yeshua "Iesous" into English, those who spoke English had difficulty pronouncing the Greek words that started with "I", they sounded like "J." So, they took the Greek "Iesous" and pronounced it "Jesus." That's how and why the real name of the Son of God got to be "Jesus."

So, the name of the Son of God "Yeshua" in Hebrew, went to "Iesous" into Greek and then "Jesus" into English. He is known by many, many names, but I find it strange, that even today, many who have loved Him and followed Him don't know His real name. Gentile Christian teaching hasn't come very far in 2000 years when we don't even know His name!