I am going to try an explanatory linguistics thread in the spirit of the brilliant @DannyBate4. Why do we say “Julius Caesar” the way we do in English?
The Romans of his time spelled his name IVLIVS CAESAR, and modern scholars think it would have been pronounced something like “Youlius Kaiser.”
Let’s get the spelling out of the way first. The Roman letter “i” could be a consonant or a vowel. As a vowel, it was pronounced like “i” as in “it” or “ee” as in “beet”, depending on whether it was long or short. As a consonant, it was like our “y”.
U and V were just different ways of writing the same letter. It could be a vowel, pronounced “oo” or a consonant, pronounced “w”. Modern printed Latin sometimes uses “u” for the vowel and “v” for the consonant, but the ancient Romans did not.
Later scribes started distinguishing consonantal “I” by giving it a tail, giving rise to our letter “J”. Hence, the spelling “Julius”.
As Latin evolved into Romance, the “y” sound was replaced with various local variants. Our English “J” derives from Norman French. Hence we pronounce Julius with a very un-Latin English “J”.
To understand why we say “seezer” rather than “Kaiser”, let’s start with the “ae”. In Classical Latin, we think that sounded like “eye”. Gradually, however, its pronunciation became identical with the Latin long “e”.
By the Middle Ages, both were pronounced like the “ay” in “day”, as they still are in Church Latin.
“C” also changed as Latin became Romance. Classically, it was always pronounced hard, like a “K”, but in Romance it softened before the closed vowels “e” and “i”. In French, and hence, in English, the soft form sounded like “s”.
Since “ae” had become assimilated to “e”, it counted as a closed vowel despite the “a”. “Kaiser” had become “Sayzer”.
The final touch in English happened in the Tudor period, when the Great Vowel Shift changed all the long vowels. Long “e”, and along with it “ae”, came to be pronounced like “ee” in “beet”.
And there you have it, the full story of why Julius Caesar would not have recognized his own name in English.