In one way we don't have enough evidence to say for sure, but we do have enough to see that people may have followed the Lord God from much earlier than the Israelites. The first time a nation was taken possession by God was Israel, when he cut the Covenant of the Law with them at Mount Sinai. However, we can go back further than this to see other examples of people following God. Abraham is an earlier case. Before God called him and named him Abraham, Abram was a gentile living in the land of his forefathers. There was no Jewish nation at that time. God called Abram out of the land of his forefathers and cut a covenant with him. He renamed him Abraham, with the promise that he would be the father of many nations. It is from this promise that the nation of Israel came. However we can go back even further than that. In Genesis, right back near the beginning, the bible talks about some of the original inhabitants of the earth - the descendants of Adam. In this section it talks about Seth, and that he sired Enos, and then goes on to say that "then men began to call on the Name of the Lord." It never gives us any more information than this, save to say later on that a man named Enoch pleased God so much that he spared him death and directly translated him. I would say that there may have been some even back in Genesis days that would have considered themselves children of God.