Aristotle is historically known to be among the very first to use a term which would evolve into “Greek”.
He would say “Graeci” (Γραικοί), referring to the area of Dodona and Achelous, because it was inhabited by the Selloi (Σελλοὶ) – who were identified as fellow Hellenes (Ἕλληνες).
The Romans named southern Italy Magna Graecia (Greater Greece), and used “Greek” to describe the Hellenes.
Photo: Statue of Aristotle, Stagira, Chalkidiki, Macedonia, Greece.