I am Spanish myself and didn't know about this fact until recently. It explains many "old-fashioned" spellings like México, Pedro Ximenez, or Don Quixote (nowadays usually written as Quijote, but you will find the old spelling in other languages).
For those who are curious enough, this article explains the evolution of the Spanish sibilants and why our languages uses J and Z in a very different way from pretty much any other language:
https://en.wikipedia.org/wiki/Phonological_history_of_Spanis...
My favorite example: It also explains why "sherry" wine comes from "Jerez" ... Because it used to be Xerez at the time that most European languages learned the name.
Was a bit disappointed that, in the Spanish dub of X-Men, it isn't pronounced "Profesor Javier".