His name can be translated into many different languages.

The Greek speaking church called him Iésous. Phonetic Spelling: (ee-ay-sooce')
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So seeing the apostles wrote it down and taught it primarily in the Greek shows me it really is fine either way, I use Jesus as I'm English speaking, but sometimes do say "ee-ay-sooce" as much of the 1st century church would, including many who knew Jesus.