According to Osho, there's no definitive reason—he playfully says he doesn't know and shares a joke: a wise man bumped his head, exclaimed 'Jesus!', and Mary adopted the name. The point: names are accidents; essence matters, not labels. He uses humor to dissolve our fixation on word-magic and redirect attention from historical trivia to living truth.
Osho says the name ‘Jesus’ is just a funny accident, and what matters is the person’s truth, not the label.