Our common use of the word in prayer derives from Hebrew through Greek and Latin.
The Catholic Encyclopedia points out that the Hebrew name Jeshua—or Joshua, or Jehoshua—means “Jehovah is salvation.” The Greeks transliterated that as Iesous, which in turn gave us the Latin form, Jesus.
“Though the name in one form or another occurs frequently in the Old Testament, it was not borne by a person of prominence between the time of Josue, the son of Nun and Josue, the high priest in the days of Zorobabel,” the Catholic Encyclopedia notes. “It was also the name of the author of Ecclesiasticus, of one of Christ’s ancestors mentioned in the genealogy, found in the Third Gospel (Luke 3:29), and one of St. Paul’s companions (Colossians 4:11). … The Greek name is connected with verb iasthai, to heal; it is therefore, not surprising that some of the Greek Fathers allied the word Jesus with same root (Eusebius, “Dem. Ev.”, IV; cf. Acts 9:34; 10:38). Though about the time of Christ the name Jesus appears to have been fairly common … it was imposed on our Lord by God’s express order (Luke 1:31; Matthew 1:21), to foreshow that the Child was destined to ‘save his people from their sins.'”
The Israel Institute of Biblical Studies contends that in the original Hebrew, the authentic meaning of Jesus’ name is “The Lord” (Yeho) “is salvation” (Yeshua).
“This is similar to countless other names in the Bible that begin with the letters Yeho, always a shorthand for the Lord’s sacred name Yahweh,” the Institute says. “For example, the name of Saul’s son, Yehonatan or Jonathan, means ‘the Lord has provided’ and the name of the last king of Judah, Jehoiachin, means ‘the Lord has appointed.'”
So, Jesus’ real name is the same as Joshua, a biblical hero who conquered Canaan more than a thousand years earlier. Since it begins with the sacred Hebrew letters יהו Yeho, Jesus’ identity is eternally tied to that of God.