"Hebrew" is heavily tied to Judaism but has somewhat less of a religious connotation than "Jew," as it refers to a language and sometimes non-Jewish people or descendants. "Jew" refers to followers of Judaism as well as the Jewish culture, traditions, ethnicity, etc.
Jesus was a Hebrew and the first Christian.
Never was a Christian. Only a Jew until he died.
Hebrew and Jew are synonymous. Yihudi.
"Hebrew" is heavily tied to Judaism but has somewhat less of a religious connotation than "Jew," as it refers to a language and sometimes non-Jewish people or descendants. "Jew" refers to followers of Judaism as well as the Jewish culture, traditions, ethnicity, etc.