What to know
"Allah" is not the Islamic name for God...it's the word "God" in Arabic. Linguists believe this is derived from "al-ilah", the Arabic cognate of the Aramaic term "Alaha." Note that Arabic-speaking Christians around the world use the word Allah to refer to God, and do not consider this to be an Islamic title or name.
A specific Name for God is not known in Islam. The "99 Beautiful Names of Allah" (in actuality, 104), are also not "names" in the sense that Exodus 3:13-14 uses the word; rather, they're adjective descriptors based on attributes of God (for example, Al-Hadi, "The Guide," or Ar-Rahim, "The All-Merciful.")
In Exodus, God's Name was given in sentence-form: "I Am what I Am" or "I will Be what I Will Be" (the verb-tense in the original Hebrew can allow for either form.) The letters YHWH were used to represent this sentence. Known as the Tetragrammaton, these four letters have long been considered too holy to write or say. Instead, to signify the Name of God, the Taurat uses the Hebrew word "ADONAI" (in English, LORD.) When written with all-capital letters (LORD), the reader is to recognize that the Tetragrammaton was being invoked. When written with lower-case letters (Lord), the more common meaning of "Master" is signified.
The New Testament, primarily written in Greek, uses the Greek word KYRIOS (LORD) to signify the Tetragrammaton. In Arabic, the word Lord is "Rabb" or "Rabbi" (Lord / My Lord, respectively.) Many Muslims say "Ya Rabb" as a two syllable prayer...for many, this is the most personal that prayer can become: a single cry of "Lord."
The name YHWH is not found in the Qur'an. Among Islamic/Christian debaters and apologists, this is a highly significant topic. You can hear Nadir Ahmed and Michael Brown discuss this here.
The name Jesus is the English pronunciation of the Greek word "Iesous," which is used frequently in the original Injeel manuscripts (for example, the book of John). The Hebrew name of Jesus is Yahshua (also written Yeshua in the English alphabet.) From Lex Meyer: "[In Greek], the 'Ie' represents the 'Ye' sound, the 's' represents the 'sh' sound, and teh 'ou' represents the 'ua' sound." The final 's' was added to the end of his name because "the Greek language has rules about nouns that indicate case, number, and gender by their spelling."
Jesus's name in Hebrew (Yahshua) is a sentence...a noun and a verb. Broken into its two parts, it means God Saves (Yah is YHWH; Shua is saves.) The Greek translation of Jesus's name, while representing the cognates or sounds of the Hebrew, does not translate the meaning. ("Ie-s-ous" does not form a sentence.)
Does this seem confusing? It might be, and that's ok. The following are three recommended ways to engage in the significance and use of the Name of God. What to say
1. Read Psalms that call on God by the Name given to Musa. We recommend Psalm 8, Psalm 33, Psalm 109:21-30, and Psalm 116 as options, although there are many more. Pray for your friend as he or she hears the prayers of Daoud (so different in form from the prayer commanded and allowed by Mohammad.) Listen as your friend shares what stands out in these passages. Share what stands out to you as well.
2. Talk about the use of YHWH in the name of Jesus. Share with your friend that the name of Jesus itself is a sentence: "YHWH Saves." Look at the beauty of this name within the message given to Maryam in Matthew 1:18-25.
3. Talk about how Jesus referred to Exodus 3:14-15 in a shocking way...leading to an attempted act of violence. Read John 8:12-59 together. Why did Jesus say "I am" rather than "I was"? What did this mean to the religious experts of His day?
4. Shift the question to a related topic: What name or title did Jesus teach his followers to use in prayer? Read Matthew 6 together. Look at this prayer within the context of John 1.