The first letter in the name Yeshua (“Jesus”) is the yod. Yod represents the “Y” sound in Hebrew. Many names in the Bible that begin with yod are mispronounced by English speakers because the yod in these names was transliterated in English Bibles with the letter “J” rather than “Y”. This came about because in early English the letter “J” was pronounced the way we pronounce “Y” today. All proper names in the Old Testament were transliterated into English according to their Hebrew pronunciation, but when English pronunciation shifted to what we know today, these transliterations were not altered. Thus, such Hebrew place names as ye-ru-sha-LA-yim, ye-ri-HO, and yar-DEN have become known to us as Jerusalem, Jericho, and Jordan; and Hebrew personal names such as yo-NA, yi-SHAI, and ye-SHU-a have become known to us as Jonah, Jesse, and Jesus.
Since Yeshua is spelled “Jeshua” and not “Jesus” in most English versions of the Old Testament (for example in Ezra 2:2 and 2 Chronicles 31:15), one easily gets the impression that the name is never mentioned in the Hebrew Scriptures. Yet ‘Yeshua’ appears there twenty-nine times, and is the name of at least five different persons and one village in the southern part of Yehudah (“Judah”).
In the West, a child’s name is often chosen for its pleasant sound, or because another family member had it. The Jews of the Second Temple period also named after relatives (Luke 1:59-63). However, almost all Jewish names have a literal meaning. Occasionally this is seen in English names too, such as Scott (a person from Scotland), Johnson (son of John), and Baker (bread maker). But with Hebrew names it is the rule, rather than the exception.
The name Yeshua means The LORD’s Salvation, or Cry Out to the LORD for Help. It is the short version of Yahushua, literally “YHWH saves (or turns) us”.
Adapted from: http://jesusisajew.org/YESHUA.php