Deuteronomy 7:6
"For you are a people holy to the LORD your God. The LORD your God has chosen you to be a people for his treasured possession, out of all the peoples who are on the face of the earth.

Romans 11:28
As regards the gospel, they are enemies of God for your sake. But as regards election, they are beloved for the sake of their forefathers.

So throughout Scripture Israel is defined as the elect of God.  The term “nations” is often used to describe those outside of Israel. However, it is also evident from Scripture that the Gentiles were also called by God, beginning with Abram:

Genesis 17:1
When Abram was ninety-nine years old the LORD appeared to Abram and said to him, "I am God Almighty; walk before me, and be blameless, 2 that I may make my covenant between me and you, and may multiply you greatly."

6 I will make you exceedingly fruitful, and I will make you into nations, and kings shall come from you. 7 And I will establish my covenant between me and you and your offspring after you throughout their generations for an everlasting covenant, to be God to you and to your offspring after you. 8 And I will give to you and to your offspring after you the land of your sojournings, all the land of Canaan, for an everlasting possession, and I will be their God."
 9 And God said to Abraham, "As for you, you shall keep my covenant, you and your offspring after you throughout their generations.

The mystery later revealed to the Apostle Paul, which the Abrahamic Covenant is embedded, concerns both the Jews and Gentiles, in that they together are fellow heirs, fellow members of the same body, and partakers of the promise in Christ Jesus through the gospel:

Ephesians 3:3
how the mystery was made known to me by revelation, as I have written briefly. 4 When you read this, you can perceive my insight into the mystery of Christ, 5 which was not made known to the sons of men in other generations as it has now been revealed to his holy apostles and prophets by the Spirit. 6 This mystery is that the Gentiles are fellow heirs, members of the same body, and partakers of the promise in Christ Jesus through the gospel.

PDF notes are available for each lesson.