The name “Yeshua” is what Jesus would have been called by His contemporaries. Yeshua is literally a transliteration of the Messiah’s Hebrew Name, pronounced “Yea-shu-ah” with the “Yea” rhyming with “bay”.
His name literally means “YHWH is salvation”.
YHWH, pronounced (we believe) as Yahweh, is God the Father’s personal name. Shared with Moses in Exodus 3:14, it is written as “LORD” in most Bibles, in small capital letters.
In Greek, Yea-sous is a semi-transliteration of Yeshua. From the Greek, Messiah’s Name went into Latin. From Latin, it went into the European languages. That’s why Jesus is pronounced, ‘Hay-sous’ in Spanish. In Old English, the “J” of “Jesus” would be pronounced like an “I”… but modern English has a hard “J” instead.
That’s probably more information on the pronunciation of Messiah’s name than you wanted. But, in my opinion, it is pretty cool information.