Who was the first to be called “Jew”?
In the days of Abraham, the term “Jew” was not used. Instead, you see the term “Hebrew” (“Israelite” only appears after Jacob changed his name to Israel). The term “Jew” didn’t arise until after the Syro-Ephraimite wars of 735-721 BCE, when the tribe of Judah became the dominant tribe. The first “Jewish” reference [as a national identity] comes no sooner than with its appearance at 2nd Kings, 16:6. The Midrash after Rashi establishes the reason why “Jew” is accepted throughout when referring, Talmudically, to any Abrahamic desendant in the Pentateuch. By the way, the term in Hebrew is ivree, which basically means “one who passed over”, which is a reference to Abraham’s origin from the “other side” (of the Jordan). In the Torah, you only find those terms.
