Nothing confusing about it when you look at the origins of the names. The name of the Israelite god Yahweh is etymologically difficult to nail down, but the name evolved as the god travelled from probably Egypt, via Midian, and he became a minor god in the Canaanite Pantheon, the name being pronounced differently by these different peoples, no doubt. Eventually he was adopted as an Israelite tribal god, among the others they worshipped, until after the Babylonian Exile when a form of Monotheism began to emerge.
Jesus of Nazareth was no doubt named by his parents in the normal way, choosing a name for him with nice connotations, but shared with many boys born around that time. At the time of choosing a name, his parents were not to know a huge Mythology would grow up around him, after his death.