As this question does not set limits in time, this question can hardly be answered. To which period does the question relate? There are Muslims since محمد بن عبد الله بن عبد المطلب بن هاشم بن عبد مناف القرشي/Muḥammad ibn Abd Allāh ibn Abd al-Muṭṭalib ibn Hāšim ibn Abd Manāf al-Qurašī/Mohammed (about 571–June, 8th 632) founded the Islam in about 600 AD.
Christians as a religious society are known since the 1st, 2nd Century AD. At the beginning, they were regarded by Romans and other antique people as one of the many Jewish sects – in general also by the Jews themselves, who fought them even stronger than the Romans did. First through the diffusion of the teachings of Jesus and his apostles by the Roman army, trades people and especially by slaves into the complete Roman Emporium, it discerned itself from the Jewish Religion as a separate belief.