Or just translated them, as in the case of Ferdinand and Isabella of Spain, whose names in Spanish were Fernando and Isabel, or Christopher Columbus, born Cristoforo Colombo but known as Cristóbal Colón in Spanish.
Spanish still typically does this; I have seen Elizabeth I of England referred to as Isabella I in Spanish (the names being related).
The present Queen Elizabeth II is also sometimes referred to as “la Reina Isabel segunda” in Spanish.
On the pronunciation of “Juan” Castillian Spanish speakers will pronounce the J as “kh” while most Latin American speakers use the softer “h” sound.
aldiboronti is correct - I know from speaking to older people that it used to be considered pretentious to pronounce foreign names and expressions that had been adopted into English (like sang froid) the correct way.
Mmmm. I am not sure about that. At least in Mexico, the “J” is pronounced as a tad “soft” sound, but from hearing and seeing media from Spain, the pronounce it a bit “rougher”, but not “kh” since that’s reserved for “X” as in “axioma” or “exento.”
Nitpick. He might have tried to teach you some words or phrases in Cuba that are used differently in other Spanish speaking countries. But. Cubans speak Castillian Spanish like most of the Spanish speaking world.
…and because I didn’t do the edit in the alloted time:
“I have met English-speakers that have tried to impress me by telling that they didn’t learn any ordinary Spanish used by Mexicans, but rather Castillian Spanish. I always get a chuckle out of that one. 
There are phrases, regional idiocyncracies, tad differences in accents, and what not, as in any average human language, but if you know Spanish, you can safely understand any Spanish speaker from any Spanish speaking country. At any given moment, in the US and in Mexico, Mexican TV consumers will be watching TVNovelas or soccer games from other Spanish countries without a hitch. You don’t have to learn different types of Spanish. If its “Castellano”, there is no problem.”