The Way was originally a sect of Judaism, they kept the Older Covenant feasts and festivals, and debated the Sadducees and Pharisees on key points. In some places, even the Torah (first five books of our Scripture) teachers would affirm Jesus' words. They first started getting called Christians in Antioch, and it was used by their enemies as a derisive term. This was shortly after Paul saw Jesus and took on the name Paul and he started his ministry among the Jewish people first, then went to the Gentiles when some Jews would not hear him. Romans 11 is an expression of the cry of his heart for the Jewish people who did not believe him, but there are quite a few instances of Jews who did:

https://jewsforjesus.org/publications/issues/issues-v10-n05/is-the-new-testament-jewish/