Jesus in old Hebrew and Aramaic was Yehoshua. (Modern Hebrew is Yeshua, to avoid confusion with Joshua, which is Yehoshua.)
It was impossible to write Yehoshua in Greek. The alphabet doesn't have a consonantal Y, an H, or SH. So the closest the Greek could get was Iesou... they added a final S to make the name function as a masculine noun in Greek, thus, Iesous. Transliterated to Latin, it became Iesus.
J was invented to represent the consonantal Y sound, which it still has in Germanic and Slavic languages. Thus Jesus would be pronounced Yesus.
Different languages assigned different pronunciations to the new letter J, and thus the pronunciation of words spelled with it changed.