The literal Hebrew word for Salvation (Yeshua) made its way to the English spelling of Jesus through centuries of changes.
The “J” in Jesus was allegedly popularized by the Geneva Bible, the same version brought to the new world on the Mayflower in 1620.
The 1611 publication of the King James Bible used the Iesus spelling, but later versions used Jesus.
Read more, and how Jesus is pronounced in other languages at Yeshua.org.