When I was in school the capital city of China was Peking. Now it’s Beijing.
The city didn’t move, it’s the same city, we just started calling it a different name.
In China the name didn’t change. When I was in school the Chinese called it 北京 and they still do. In Mandarin Chinese it’s pronounced běijīng, and it means “northern capital”. So you can see where we get our modern name for it by transliterating the Chinese name.

So where did Peking come from?
In the 17th century, French missionaries to China called the city “Pechinum”. That translated into English as “Pequin”, which became “Peking”.

But now the Chinese government prefers the more correct transliteration of Beijing. Fair enough. So we’re all changing.
We still eat Peking Duck, and we still use the old name in some other contexts, but we recognise that it is both more accurate, and more respectful to the Chinese, to call it Beijing.
Some older people still refer to it as Peking, having grown up calling it that, it’s hard for some people to change. But within a generation we have come to accept the more accurate name, and most younger people are unaware that it was ever anything else.

What has that got to do with Jesus?
In his native Aramaic, Jesus’ name was ישוע, Yeshua. It is the Aramaic equivalent of Yehoshua, (which we Latinised as Joshua), and which means “Yahweh Saves”.
The New Testament was written in Greek, and they transliterated Yeshua to Ιησους, Iesous. Which early Christians transliterated into Latin as IESUS. And finally around the 12th century when English introduced the pattern of a using a leading J for words beginning with I but which had a Y sound, IESUS was changed to become JESUS, (but still pronounced more like Yesus).

This article has more about the history and meaning of the name Yeshua.

So the name Jesus is a bit like Beijing’s journey to becoming Peking. A modification of the transliteration of another transliteration in a third language, of the real thing.

So, now we know that originally he was called Yeshua, and that even our modern “Jesus” should be pronounced “Yesus”. What should we do? As we did with the Chinese capital, should we be more accurate, and more respectful?
I think we should.
So on this site we refer to the son of God as Yeshua. The transliteration of his actual Aramaic name.

It is hard at first, but you do get used to it.
Perhaps within a generation …