"Jesus" is irrelevant in this context. the name Jesus was (and, for all Iknow, still is) a very common Jewish name, equivalent to Joshua, and not particularly special to the chap associated with Christianity.
In any case I gather he got his name because, on entering the stable, one of the Wise Men bashed his head on a low beam and exclaimed "Jesus Christ!", to which Mary said "That's a good idea. We were going to call him Sid."
(Just a joke. There was no stable and the Wise Men visited the baby at home.)