Etymology
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Jesus 
personal name of the Christian Savior, late 12c.; it is the Greek form of Joshua, used variously in translations of the Bible. From Late Latin Iesus (properly pronounced as three syllables), from Greek Iesous, which is an attempt to render into Greek the Aramaic (Semitic) proper name Jeshua (Hebrew Yeshua, Yoshua) "Jah is salvation." This was a common Jewish personal name during the Hellenizing period; it is the later form of Hebrew Yehoshua (see Joshua).

Old English used hælend "savior." The common Middle English form was Jesu/Iesu, from the Old French objective case form, from Latin oblique form Iesu (genitive, dative, ablative, vocative), surviving in some invocations. As an oath, attested from late 14c. For Jesus H. Christ (1924), see I.H.S. First record of Jesus freak is from 1970.
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jeepers (interj.)
1900, American English, euphemistic alteration of Jesus.
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jeez (interj.)
minced oath, also jeeze, 1922, American English, euphemistic corruption of Jesus.
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Jesuit (n.)
1540s, from Modern Latin Jesuita, member of the Societas Jesu ("Society of Jesus"), founded 1533 by Ignatius Loyola to combat Protestantism. See Jesus. Their enemies (in both Catholic and Protestant lands) accused them of belief that ends justify means, hence the sense "a crafty or dissembling person" (1630s), and jesuitical "deceitful, designing, insinuating" (1610s).
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J 

10th letter of the English alphabet, pronounced "jay," as in "kay" for -k-, but formerly written out as jy, rhyming with -i- and corresponding to French ji.

One of the most stable English letters (it has almost always the same sound), it is a latecomer to the alphabet and originally had no sound value. The letter itself began as a scribal modification of Roman -i- in continental Medieval Latin. The scribes added a "hook" to small -i-, especially in the final position in a word or roman numeral, to distinguish it from the strokes of other letters. The dot on the -i- (and thus the -j-) and the capitalization of the pronoun I are other solutions to the same problems.

In English, -j- was used as a roman numeral throughout Middle English, but the letter -y- was used to spell words ending an "i" sound, so -j- was not needed to represent a sound. Instead, it was introduced into English c. 1600-1640 to take up the consonantal sound that had evolved from the Roman i- since Late Latin times. In Italian, g- was used to represent this, but in other languages j- took the job. This usage is attested earliest in Spanish, where it was in place before 1600.

No word beginning with J is of Old English derivation. [OED]

English dictionaries did not distinguish words beginning in -i- and -j- until 19c., and -j- formerly was skipped when letters were used to express serial order.

In Latin texts printed in modern times, -j- often is used to represent Latin -i- before -a-, -e-, -o-, -u- in the same syllable, which in Latin was sounded as the consonant in Modern English you, yam, etc., but the custom has been controversial among Latinists:

The character J, j, which represents the letter sound in some school-books, is an invention of the seventeenth century, and is not found in MSS., nor in the best texts of the Latin authors. [Lewis]

In English words from Hebrew, -j- represents yodh, which was equivalent to English consonantal y (hence hallelujah) but many of the Hebrew names later were conformed in sound to the modern -j- (compare Jesus).

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i.n.r.i. 
ecclesiastical inscription, it stands for Iesus Nazarenus, Rex Iudaeorum ("Jesus of Nazareth, King of the Jews," John xix.19).
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Christology (n.)

"branch of theology which studies the person and character of Jesus," 1670s, from Christ + connective -o- + -logy.

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Nicodemus 

Latinized form of Greek Nikodēmos, from nikē "victory" (see Nike) + dēmos "people" (see demotic). In the New Testament, a member of the Sanhedrim who visited Jesus by night as an inquirer. After the death of Jesus he contributed aloes and myrrh for anointing the dead. Related: Nicodemical.

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I.H.S. 
Old English, from Medieval Latin, representing Greek abbreviation of IHSOUS "Jesus," in which the character -H- is the capital of the Greek vowel eta. The Roman form would be I.E.S. Mistaken for a Latin contraction in the Middle Ages, after its Greek origin was forgotten, and sometimes treated as short for Iesus Hominum Salvator "Jesus Savior of Men." Alternative version I.H.C. (terminal -s- often was indicated in later Greek with a character resembling -c-) is found on vestments from 950 C.E., and may be the source of the H. in slang Jesus H. Christ.
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healer (n.)
late Old English, "one who heals," especially "savior, Jesus," agent noun from heal (v.). As "a curative medicine" from late 14c. The usual Old English noun for Jesus as savior was hæland (Middle English healend), a noun use of a present participle, being a rough translation of the name (see Joshua) or of Latin salvator.
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