back then, they didn't have last names. It was <name> of <city where they were born>
Jesus was Jesus of Nazareth.
When he was crucified, he became "the Christ" and, hense, Jesus the Christ.
Later cultures adopted last names and became accustomed to calling people by the two names occasionally. That's where the misconception of Jesus's name being Jesus Christ. Technically, Jesus is 'the Christ', but who cares.