Jesus, is actually a Greek transliteration of the Hebrew name Yeshua, a shortened version of the Hebrew name of Yehoshua or Joshua which means “Yahweh is Salvation.”(1)
Paul uses the Savior's full title, "The Lord Jesus Christ" (1 Thessalonians 1:1). That combines in one phrase all the major aspects of His redemptive work. Lord describes Him as creator and sovereign ruler, the one who made us, bought us, rules over us, and to whom we owe full allegiance. Jesus ("Jehovah saves") refers to His humanity; it was the name given Him at birth (Matt. 1:21, 25). Christ ("The anointed one") is the Greek term for the Messiah, the one promised by God to fulfill His plan of redemption.(2)
Read about names or titles given to the Messiah.
Read more about The Messiah
1). From Randy Weiss, Ph.D. Crosstalk December 2002.
2). The MacArthur New Testament Commentary on 1&2 Thessalonians p.14.