The name "Jesus" is from the Romanized form "Iesus" from New Testament Greek "Ἰησοῦς" (Iēsous) to render Aramaic "Yeshua" from Hebrew Yoheshua (usually Anglicized as "Joshua"). Contemporary tombs tell us it was a common name in 1st-century Judea.
Jesus was called Yeshua because he saved his people from their sins. Matthew 1:21 KJV: And she shall bring forth a son, and thou shalt call his name JESUS: for he shall save his people from their sins.