If you examine history, from the Bible you get Judaism. And from Judaism, Christianity as Christ said "Do not think that I am come to break the Law or the Prophets. I am not come to break: but to fulfill." [Matth. v. 17]
The Catholic Church follows the Melchisedec order (Heb v. ; vi. ; vii). The term Catholic (καθολικη) was used as early as the first century; it is an adjective which describes Christianity.
The oldest record that we have to this day is the Epistle of Ignatius to the Smyrnaeans Chapter 8 where St. Ignatius writes "ωσπερ οπου αν η Χριστος Ιησους, εκει η καθολικη εκκλησια". (just as where Jesus Christ is, there is the Catholic Church.):
The protestors in the 16th c. called themselves Protestants, so that's what everyone calls them. English heretic-schismatics didn't want to share the opprobrium so they called themselves English, hence Anglican. In USA they weren't governed congregationally like the Congregationalists, or by presbyters like the Presbyterians, but by bishops, so they called themselves Bishop-ruled, or Episcopalians. (In fact, Katharine Jefferts-Schori changed the name of the denomination from The Protestant Episcopal Church to The Episcopal Church recently.)
The orthodox catholics called themselves Orthodox to distance themselves from the unorthodox of which there were plenty, spawning themselves off in the wake of practically every ecumenical council.
Lutherans in the USA name themselves after Father Martin Luther, some Augustinian priest from Saxony who protested against the Church's hypocritical corruption at the time, and the controversy eventually got out of hand and precipitated a schism/heretical revolution, back in the 1500s, but Lutherans back in Germany and Scandinavia call themselves Gospel churches, hence Evangelical. Some USA denominations that go back to Germany and who came over to USA brought that name with them.
Pentecostals name themselves after the incident in Acts where the Holy Spirit set fire to the world (cf. Acts 2) on the occasion of the Jewish holiday of Shavuot, q.v., which in Greek was called Fiftieth Day After Passover, hence Pentecosti. What distinguishes Pentecostals is their emphasis on what they call "speaking in tongues", which in my opin...be charitable, kempff...which they see as a continuance of the Holy Spirit's work in the world and in the lives of believers.
The term "catholic", meaning universal, was used very early. It wasn't used to distinguish the entity now often called the Catholic Church from other Christian groups, so far as I know, until much later.
I agree that some Christian groups have not-so-tendentious names, including "Protestant", "Anglican", "Episcopalian" and "Lutheran". (Though to my mind "Anglican" carries a certain implication of being the church for English people, and the Episcopalians aren't the only people with bishops any more than the Baptists are the only people who baptize.)
"Pentecostal" seems to me to be in (though not a central example of) the applause-light-name category. "We are the ones who are really filled with the Holy Spirit like in the Pentecost story in the Book of Acts".
"Gospel" and "Evangelical" are absolutely applause-light names. "Our group, unlike all those others, embodies the Good News" or "Our group, unlike all those others, is faithful to the Gospels". (The terms are kinda ambiguous between those two interpretations but either way these are we-are-the-best-rah-rah-rah names.)
Anyway, I didn't mean to claim that literally every movement's name is like this. Only that many many many movements' names are.
FWIW the Orthodox churches also use the term "catholic" when referring to themselves. Sometimes it is translated (as "universal"), but oftentimes it's kept in the original Greek. In some cases there are deliberate distinctions introduced to keep the two meanings apart: e.g. in Russian Church use, "Catholic" in the sense of Roman Catholic is "katolik" (mapping to Latin), while "catholic" in its original meaning of "universal" is "kafolik" (mapping directly to Greek).
The Catholic Church follows the Melchisedec order (Heb v. ; vi. ; vii). The term Catholic (καθολικη) was used as early as the first century; it is an adjective which describes Christianity.
The oldest record that we have to this day is the Epistle of Ignatius to the Smyrnaeans Chapter 8 where St. Ignatius writes "ωσπερ οπου αν η Χριστος Ιησους, εκει η καθολικη εκκλησια". (just as where Jesus Christ is, there is the Catholic Church.):
https://greekdoc.com/DOCUMENTS/early/i-smyrnaeans.html
The protestors in the 16th c. called themselves Protestants, so that's what everyone calls them. English heretic-schismatics didn't want to share the opprobrium so they called themselves English, hence Anglican. In USA they weren't governed congregationally like the Congregationalists, or by presbyters like the Presbyterians, but by bishops, so they called themselves Bishop-ruled, or Episcopalians. (In fact, Katharine Jefferts-Schori changed the name of the denomination from The Protestant Episcopal Church to The Episcopal Church recently.)
The orthodox catholics called themselves Orthodox to distance themselves from the unorthodox of which there were plenty, spawning themselves off in the wake of practically every ecumenical council.
Lutherans in the USA name themselves after Father Martin Luther, some Augustinian priest from Saxony who protested against the Church's hypocritical corruption at the time, and the controversy eventually got out of hand and precipitated a schism/heretical revolution, back in the 1500s, but Lutherans back in Germany and Scandinavia call themselves Gospel churches, hence Evangelical. Some USA denominations that go back to Germany and who came over to USA brought that name with them.
Pentecostals name themselves after the incident in Acts where the Holy Spirit set fire to the world (cf. Acts 2) on the occasion of the Jewish holiday of Shavuot, q.v., which in Greek was called Fiftieth Day After Passover, hence Pentecosti. What distinguishes Pentecostals is their emphasis on what they call "speaking in tongues", which in my opin...be charitable, kempff...which they see as a continuance of the Holy Spirit's work in the world and in the lives of believers.