ACTS 2:36 Therefore let all the house of Israel know assuredly, that God hath made that same Jesus, whom ye have crucified, both Lord and Christ.
ACTS 2:37 ¶ Now when they heard this, they were pricked in their heart, and said unto Peter and to the rest of the apostles, Men and brethren, what shall we do?
ACTS 2:38 Then Peter said unto them, Repent, and be baptized every one of you in the name of Jesus Christ for the remission of sins, and ye shall receive the gift of the Holy Ghost.
ACTS 2:39 For the promise is unto you, and to your children, and to all that are afar off, even as many as the Lord our God shall call.
ACTS 2:40 And with many other words did he testify and exhort, saying, Save yourselves from this untoward generation.
ACTS 2:41 ¶ Then they that gladly received his word were baptized: and the same day there were added unto them about three thousand souls.
Acts 2 documents the first time that the gospel of Jesus Christ was preached by the apostles. This was the first time it was preached, anywhere, to anyone. The audience present at Acts 2 were Jews, according to the Law of Moses, whether they were Jews by birth, or proselytes (non-Jews who had converted to Judaism). Elsewhere in the Bible, such people are collectively called "the circumcision" by Paul. The Jews, by this definition, were the first group of people that was taught about Jesus Christ. This is in accordance to Christ's words:
LUKE 24:47 And that repentance and remission of sins should be preached in his name among all nations, beginning at Jerusalem.
"Beginning in Jerusalem." Who but Jews—observers of the Law of Moses—would be in Jerusalem? This is also consistent with an earlier statement by Christ made before His crucifixion:
MATTHEW 10:5 These twelve Jesus sent forth, and commanded them, saying, Go not into the way of the Gentiles, and into any city of the Samaritans enter ye not:
MATTHEW 10:6 But go rather to the lost sheep of the house of Israel.
MATTHEW 10:7 And as ye go, preach, saying, The kingdom of heaven is at hand.
Likewise, this is also consistent with statements later written by the apostle Paul:
ROMANS 1:16 For I am not ashamed of the gospel of Christ: for it is the power of God unto salvation to every one that believeth; to the Jew first, and also to the Greek.
A "Jew," as applied in the book of Acts, obviously includes any natural descendent of the patriarch Jacob (Israel) from the book of Genesis. This includes descendants from each of the twelve tribes of Israel, not only Judah. However, as applied in the book of Acts, "Jews" also included proselytes (non-Jewish converts) as well. This kind of thing is proscribed in the Law of Moses as well (at several different places in scripture). For instance, Moses wrote:
EXODUS 12:43 ¶ And the LORD said unto Moses and Aaron, This is the ordinance of the passover: There shall no stranger eat thereof:
EXODUS 12:44 But every man's servant that is bought for money, when thou hast circumcised him, then shall he eat thereof.
EXODUS 12:45 A foreigner and an hired servant shall not eat thereof.
EXODUS 12:46 In one house shall it be eaten; thou shalt not carry forth ought of the flesh abroad out of the house; neither shall ye break a bone thereof.
EXODUS 12:47 All the congregation of Israel shall keep it.
EXODUS 12:48 And when a stranger shall sojourn with thee, and will keep the passover to the LORD, let all his males be circumcised, and then let him come near and keep it; and he shall be as one that is born in the land: for no uncircumcised person shall eat thereof.
Since the days of Moses, foreigners were welcome to worship the God of Abraham, but he must first "convert," and circumcision was part of the conversion process. This is why on the Day of Pentecost, when they spoke with other tongues, there were men from many different places present:
ACTS 2:5 And there were dwelling at Jerusalem Jews, devout men, out of every nation under heaven.
...specifically, Parthians, Medes, Elamites, Mesopotamians, Judaeans, Cappadocians, in Pontus, and Asia, Phygrians, Pamphylians, Egyptians, Libyians, Cyrenians, and strangers of Rome, Jews and proselytes, Cretes and Arabians (all listed at Acts 2:9-11). All of these worshippers were counted "as though born in the land" per Exodus 12:48 above, (that is, all were counted as Jews), even though they were from elsewhere, and were not necessarily the physical descendants of Israel.
This, by the way, is also true of the very early Church:
ACTS 6:1 And in those days, when the number of the disciples was multiplied, there arose a murmuring of the Grecians against the Hebrews, because their widows were neglected in the daily ministration.
All of these disciples were either Jews by birth (the Hebrews) or were proselytes (non-Jews who had converted to "Judaism," through circumcision: in this case, the Grecians) who had subsequently believed the Gospel of Christ. Christ would not be preached to the "uncircumcised" until Acts 10.
That was a little "Torah-101."