Acts 11:26 And when he had found him, he brought him unto Antioch. And it came to pass, that a whole year they assembled themselves with the church, and taught much people. And the disciples were called CHRISTIANS first in Antioch.
You are right, Jesus did not come to begin a new religion per se, he came to provide a way of salvation. He also came to correct the problems that Jewish religious leaders created. They got hung up on rituals and rules. A new religion was created with the new covenant that God gave to mankind. Salvation