Strictly speaking, it was Moses. The Jewish people only became the Jewish people officially when the recieved the Torah on Mount Sinai. read more
As per the definition of initiate, it would be Abraham. However, Abraham is not to Judaism what Jesus is to Christianity. Abraham, while the initiator of Judaism (as per definition) never declared himself or has anbody declared him a deity. read more
Hehu (Jesus) was initiated into the Covenant of his ancestors. There are two stages in the Jewish Initiation tradition, Circumcision of male children, Bar Mitzvah for boys, and more recently Bat Mitzvah for girls. read more