Yeshua is the original Hebrew proper name for Jesus of Nazareth, a Jewish Rabbi (and more) who lived from about 6 B.C.E. to 27 C.E. (A.D.) In other words, Yeshua was the name His mother called Him when shall called Him for supper.
Jesus is a mis-transliteration of the Greek mis-transliteration, Yeysu. (Some say the name Jesus probably developed from the name of the pagan god Zeus, but there is little or no evidence for this.) It is true that Emporer Constatine mistook Jesus for the Greek god Apollo, but that is another story.
It is the most proper to call Him Yeshua, since only in the Hebrew does His name have any meaning. In Hebrew Yeshua means both "Salvation," and the concatenated form of Yahoshua, the "LORD who is Salvation." The name Jesus has no intrinsic meaning in English, except as it is known as His name in English. (Therefore, we cannot deny the name Jesus, since this name commonly identifies the Messiah to English speaking people.)
http://www.zordesign.co.nz/Livingword/yeshua.htm