Palestine was governed by the Romans in the time of Jesus.
The Egyptians governed before. Later they were governed by the Ottomans.
Later we were there.
In all this time, thousands of years, there were both Jews, known as Israelites, and Palestinians, who had different names through the ages, present and living in the land now called Israel. Although many from both communities went to live in other countries, there were always Jews and Palestinians in Israel. Gaza is part of Israel. The West Bank is part of Israel. They are not at this point, an independent country, although they have some autonomy over their areas.