The first Christians were Hebrews. The Hebrews were the descendants of Abraham, who was called by God to leave Babylon and follow Him. God took Abraham to the land of Canaan which later became the land of Israel.
As Abraham sojourned in Canaan, God promise him that he would be the Father of meny ntions, but his son Isaac and his grandson Jacob would become a chosen nation before Him if they kept His Laws.
In addition, God promised Abraham that one day his descendants would possess not only the land of Canaan but that they would inherit the whole Earth. This promise was fulfilled to the Hebrews first in the day of Pentecost, after the ascension of Christ.
From then on, the Hebrew believers began to proclaim that Christ was the promised Messiah and to teach of the resurrection and eternal life. God fulfilled His promise to the Hebrews in Pentecost and the Gentiles started listening about Christ and His work for the first time.
But, after that glorious event, the world of the chosen began to change. There was no more temple, no more old rituals, no more sacrifices. God was all in all through the redemptive work of Christ. There were no more Hebrews, no more Gentiles, no more divisions, but now all the world was allowed to learn the Good News of Salvation, and the believers were not only Hebrews but chosen people from all the nations of the world.
So, the Bible tells us the history of how the Hebrews were chosen by God in the Old Covenant and how they were entrusted to open the door to all nations of the world that they could also learn the about the Promise and how they also were part of it. They were chosen, before the foundation of the world, to bring the Good News of Salvation to the whole world.
Today, the Chosen people of God are the believers in the Lord Jesus Christ, who love Him sincerely and who bring the good news of Salvation to the world.