Mark Liberman (Language Log) asks the Jesus question — why is it Jesus a common name in Spanish-language cultures, but not other European-language cultures, including Catholic ones? — plus other related ones, such as
[Why have] some of the gods of European paganism ... survived as reasonably common modern names (especially Diana and Brigit, but also e.g. Apollo, Minerva, Thor) while others apparently haven’t (Baldur, Hermes, Hera, Mars, Odin, Poseidon, Zeus, etc.)[?]
The post offers no answers, but there’s a long and interesting comment thread.