A questioner asks if they can say “Jesus” when surprised like non-Muslims. It is commonly heard in the West. People say “Jesus” when they are shocked and surprised.
Muslims should avoid saying “Jesus” or “Jesus Christ” in a middle of a conversation to express surprise. It doesn’t mean you are swearing to Jesus (PBUH) instead of Allah but it has religious connotations.
This is an expression used in Western countries, especially America, where they are influenced by the belief of Jesus (PBUH). We shouldn’t imitate those of other faiths in this manner.
Our faith teaches us to say many beautiful words of dhikr like SubhanAllah, Alhamdullilah or mashAllah.
We should protect the Tawhid and we should close the door that could lead to shirk further on down the line where others may be affected by it.