They had been calling themselves Israelites since the time of Jacob, and that did not change at this time. See also:More about Hebrews/Israelites/Jews
According to tradition, the earliest movement of the Jews (Hebrews) was when Abraham and his followers came to Canaan (today's Israel), 3800 years ago (Genesis ch.12).
It depends on how you define a generation. They have been living there for about 4000 years, which could be interpreted as 1000 generations. By the way, today it's called Israel, and the Hebrews are called Jews.
Joshua led the Israelites into Canaan.
Joshua was the first leader to lead the Jews into Canaan.
They were in Canaan (×›× ×¢×Ÿ).
They were first called the Hebrews, then Israelites, then Judaeans, then Jews.
The nation of Israel (ישראל)
In the past: Canaan. Today: Israel.
they moved to Egypt.
The Land of Canaan, which was west of the River Jordan. This included, among other cities, Jericho, Gaza, Sidon, and Jerusalem.
Moses (משה) brought the people out of slavery, but no one "brought them out of Canaan"