Make file and directory names all-lowercase. In general, separate words with hyphens, not underscores. Use only standard ASCII alphanumeric characters in file and directory names.
If you're adding a new file to a directory where everything else uses underscores, it's okay to follow that example—if the directory already has lesson_1.jd, lesson_2.jd, and lesson_3.jd, it makes sense to add your new file as lesson_4.jd instead of lesson-4.jd. But other than that, use hyphens.
Not recommended: avoidingcliches.jd, avoidingCliches.jd, avoiding-clichés.jd