Why do biblical names vary in different languages? In my regional language (Tamil) biblical names vary from the actual names. I'm sure this is not only in my regional language only but also in other languages too. For instance Jesus' name is Yesu and John's name is Yovan and so on. But in my regional language it doesn't mean anything; rather it's confusing.

In our prayers also we used the regional names and I think, would we mean Jesus' name or something else?  

I can understand it'd be necessary to translate the Bible as it'd help the people to understand the Bible better. But what was the reason to change the names?
One of the reasons for the variance in names is that languages often don't share the same sounds as Greek or Hebrew.  For instance, Russian has no "th" sound.  Consequently, the sound of that name cannot be reproduced in Russian.  In Greek, it is ματθαιος, or /Mat-thaios/.  Russian translates this as Матфей, or Matfay.  So, the "th" becomes an "f".

Also, the ending of the name changes in Greek depending upon which part of speech it is.  We don't do that in English, so we just have to select an ending and stick with it.

There is also a difference whether or not the Greek or Hebrew is being translated.  The Greek for the Hebrew Name of Jesus (Yeshua) is  Ἰησοῦς, or Yay-soos.  The Hebrew name of Yeshua is translated into Joshua, while the name Yay-soos is translated Jesus.

So, sometimes a word's sounds are not matched in the receiving language.  Other times, there is variance on whether it is coming from Hebrew or Greek.  This accounts for some of the issues.