The name of Jesus is at the heart of Christian prayer. All liturgical prayers conclude with the words "through our Lord Jesus Christ". The Hail Mary reaches its high point in the words "blessed is the fruit of thy womb, Jesus." the Eastern prayer of the heart, the Jesus Prayer, says: "Lord Jesus Christ, Son of God, have mercy on me, a sinner." Many Christians, such as St. Joan of Arc, have died with the one word "Jesus" on their lips.
Source: Catechism of the Catholic Church (Vatican.va)