What did early Christians call themselves - before Protestant movement that separated Christian from Catholic?

I mean, Catholics are Christian... right? They believe in Christ. So I can easily see the Church calling themselves, or the religion, Christianity... which it is. But how did the term "Catholic" come about? Protestants are still Christians... but not Catholic... Im just wondering when or if there was a distinction between Catholicism and Christianity, if the terms even existed, before the Prostestant movement.