Who were the first Christians?

The Nephites -- about 550 years before Jesus was born

The Messiah cometh in six hundred years from the time that my father left Jerusalem ... his name shall be Jesus Christ, the Son of God. 2 Nephi 25:19

We believe in Christ ... we are made alive in Christ ... we talk of Christ, we rejoice in Christ, we preach of Christ, we prophesy of Christ. 2 Nephi 25:24-26