All of these names are the English versions of names that trace through Latin to Greek to Hebrew names. Except for Peter.

John is the English equivalent to Hebrew Yohanan, Mary to Miryam, Joseph to Yos(s)ef, Jesus to Yeshua. These names exist in the Old Testament and are not unusual names.

Peter derives from the Latin petra, from the Greek Petros and its popularity comes from Simon being called 'Stone' by Jesus in the gospels.

I can only answer Jesus' name, I don't know the others.

Jesus as a name didn't exist even during the days of what historians consider during the days of Jesus' ministry and crucifixion in it's Greek or English/Latin form. It exists because of the Greek translation of Jesus' Hebrew name Yeshua into Iesous which was then translated into English/Latin as Jesus.