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.