Well, historically, the land has had many names. First it was called "Canaan." Then the Israelites came and 10 tribes formed a country called "Israel" and the two remaining tribes formed a country called "Judah." Israel was conquered and its people were expelled and disappeared. Judah remained, but was conquered, too, and the people were expelled. They were eventually allowed back in, though. That was the state of Judah. When the Romans conquered it, it was called "Judea" but when the Jews rebelled against Roman rule one too many times, the Romans renamed it "Palestine" after the archenemies of the Jews, a people known as Philistines. It was called Palestine for centuries after that, when it was part of the Roman, then Byzantine Empires. The Muslims then invaded (first Arabs, then Turks) and still called it Palestine. When Jews started returning en masse (though the land since ancient times has always had some population of Jews), and founded a state, it was named "Israel" which it is still known as today.