Most Jews believe Ephraim and Mennaseh were the first Jews. Abraham is the first Hebrew or Israelite, and Judah is the first of the tribe of Judah, but Ephraim and Mennaseh were the first jews, which is why every Friday night parents bless their sons by saying "may god make you like Ephraim and Mennaseh."
Abraham at most would be the first 'israelite' since he is the grandfather of Jacob (Israel).