Jesus is first and foremost God the Son made man. He was born of his chosen people, the Israelites; practiced the religion of his people, Judaism; and founded the Catholic Church. While he is indeed a Jew, it is not strictly correct to say he is a Catholic. Because he was born of the Jewish people, he is a Jew. Since he cannot be his own follower, he is not a Catholic. We are Catholics because we belong to his Church, which is called the Catholic Church.