As his fame spread throughout the world, the documents regarding his ministry were translated into multiple languages. It went from Hebrew, to Greek, to Latin and eventually into English which brings us to the name "Jesus". Of course you may ask "But if his name is Yeshua, shouldn't it be like that in all languages?"
You're right. However, the Greek language does not have all the letters that the
Hebrew language does. For example, Greek does not have "h" or "sh" sounds. Hence, you see some names from the Hebrew language being transliterated into Greek really weird. For example in Hebrew we have,
Yeshayahu (Isaiah) which in Greek is Esaias
Ye = Ee
Sha = Sa
Yah = Ia-s
Note: In Greek, names that end with 's' to indicate that it's masculine so you'll often see names which are transliterated from Hebrew (masc.) having an 's' in its Greek equivalent. Moshe = Moses
Eliyah (Elijah) = Elias
In the same way, they didn't have all the letters to spell out Yeshua so they used what they had. Ye = Ie
Shua = Sou-s
(Iesous)
If English existed during the time of Yeshua, they would have made it "Yeshua" in English also. But they didn't have English nor did they have the right letters to be able to transliterate it exactly like we can do today. Jesus is the evolved name of Yeshua, with Yeshua being the original. Now that we know what his name originally was, we have the option to say the one that's been transliterated again and again to get what we have today (Jesus) or we can say it how his mother, disciples and even earliest followers knew him by (Yeshua). I personally say "Jesus" when talking to others who don't know about the original name. Although if someone knows it and uses it also, then I prefer to say "Yeshua". It's not a problem for the faith and no one is going to hell for saying Jesus in their own tongue. We don't promote or believe that; we just let people know what the name is. Many believers are often excited and surprised that his name is Yeshua, and after finding out they prefer to say it the original way.