Jesus was also Palestinian, as Palestine was the name for the entire province he was born, lived and died in. Judea was a region within Palestine. The name given to the region by successive waves of imperial conquerers don’t answer the ‘who is indigenous’ question though that underpins most of Israel’s claim to being indigenous to the land unlike the ethnic group who are now called Palestinians, and thus reclaiming their land from historical invaders.
In recent years, genetic studies have demonstrated that, at least paternally, the Jewish and the Palestinian ethnicities are related to each other.
https://link.springer.com/article/10.1007/s004390000426
Genetic studies on Jews have shown that Jews and Palestinians are genetically closer to each other than Jews are to their host countries.
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3032072/
A 2020 study on human remains from Middle Bronze Age Palestinian (2100–1550 BC) populations suggests a significant degree of genetic continuity in Arabic-speaking Levantine populations (such as Palestinians, Druze, Lebanese, Jordanians, Bedouins, and Syrians), as well as several Jewish groups (such as Ashkenazi, Iranian, and Moroccan Jews).
https://www.cell.com/cell/fulltext/S0092-8674(20)30487-6?_returnURL=https%3A%2F%2Flinkinghub.elsevier.com%2Fretrieve%2Fpii%2FS0092867420304876%3Fshowall%3Dtrue
In this study, Palestinians, among other Levantine groups, were found to derive 81–87% of their ancestry from Bronze age Levantines, relating to Canaanites as well as Kura–Araxes culture impact from before 2400 BCE (4400 years before present); 8–12% from an East African source and 5–10% from Bronze age Europeans. Results show that a significant European component was added to the region since the Bronze Age (on average ~8.7%), seemingly related to the Sea Peoples, excluding Ashkenazi and Moroccan Jews who harbour ~31–42% European-related ancestry, both populations having a history in Europe.
It seems in the argument of we were on this land first, neither takes precedence if you look at genetics rather than the Bible.