What is confusing people is the "j". In French, "j" is pronounced differently. In IPA, it's written /ʒ/ and pronounced like the "s" in "vision".
The sound at the start of "Django", is much like the sound at the start of "James": think of it as a /d/ + /ʒ/ merging to form /d͡ʒ/.
This combination /d͡ʒ/ is often written just as "j" in English, which is why "Django" is sometimes incorrectly pronounced as "duh-jango" (or /də'dʒæŋɡəʊ/). But in French, /d͡ʒ/ can be written "dj" because the "j" alone is just /ʒ/.