With J and I, both are correct. In Latin, the letter "i" can have two different sounds. It can be pronounced as a vowel, like "ee" in English, as in the word tibi (pronounced as "tee-bee") or a consonant, like "y" in English, as in Iesus. When it's pronounced as "y", it can also be spelled as J. Both are correct. Jesus and Iesus Johannes and Iohannes Remember, words have declensions in Latin, so those names have different forms, which depend on the way they're used in a sentence. Jesus (nominative) can also be Jesu (genitive, dative, ablative, vocative) and Jesum (accusative). Johannes (nominative, vocative) can be Johannis (genitive), Johannem (accusative), Johanni (dative) and Johanne (ablative). Obs.: some people say it should always be "i", never "j", because I and J did not exist as two different letters in Ancient Rome, but lower case letters didn't exist either. Nor "!" or "?", which were created later, and we use them to spell Latin. We don't have to imitate their way of writing. After those times, more things were created to make our writing more accurate and better. J is ok in Latin, just like all these things I've just mentioned.

Classisal Latin didn't know the J. Thus in classisal Latin the I should be used. The Hebrew Letter J is used in more modern times (late medieval, or Renaissance Latin onwards)