From the pages of Scripture we read how the baby was named . . .
Seven-hundred years before Christ's birth, the prophet Isaiah said this in Chapter 7:
Therefore the Lord himself will give you a sign: The virgin will conceive and give birth to a son, and will call him Immanuel.
and in Chapter 9, Isaiah described the Messiah like this:
For to us a child is born, to us a son is given, and the government will be on his shoulders. And He will be called Wonderful Counselor, Mighty God, Everlasting Father, Prince of Peace. Of the greatness of His government and peace there will be no end. He will reign on David's throne and over his kingdom, establishing and upholding it with justice and righteousness from that time on and forever. The zeal of the Lord Almighty will accomplish this.
Matthew records it like this:
...An angel of the Lord appeared to him [Joseph] in a dream and said, "Joseph son of David, do not be afraid to take Mary home as your wife, because what is conceived in her is from the Holy Spirit. She will give birth to a son, and you are to give Him the name Jesus, because He will save his people from their sins."
Luke's Gospel tells us this:
On the eighth day, when it was time to circumcise the child, he was named Jesus, the name the angel had given Him before He was conceived.