Jesus was a Jew, the same way Paul, who brought Christianity, was a Jew. 
Same for Isaac, Jacob, Esau and so on.

On the eighth day of his birth, Isaac was circumcised, as was necessary for all males of Abraham's household to comply with the Jewish covenant. https://video.nostr.build/cfbea83c22ab7ce651a1e5c4c7d7eeb4132856293c2bc73f80eada5f96262e89.mp4