Hahahaha I can't stop laughing. Good question! But unfortunately, by the time jesus was born, there was no mexico. There were mayans and other kid of people. And the names they had were such as "Mictlantecutli" "Quetzalcoatl" "Huitzilopochtli" "Tlaloc" "Nezahualcoyotl" "Moctezuma".... well... those names are actually aztec, and most of them are gods (which I think were mayans at first). But they couldn't have a name such as "Jesus". That name was brought by the conquerors. And for many years, being Mexico such a religious country, they used widely the name Jesus, as well as Maria. Maria is known to be a really common name in Mexico. But it isn't a regional name, Mary was the name of Jesus' mother. So it's not a mexican name, it's a name adopted by mexicans due to it's religious meaning.