Arab is an ethnic identifier and Jew is a follower of a certain religion. And really "Arab" spans racial boundaries as many blacks in North Africa consider themselves Arabs and non-black Arabs also consider them Arabs. Both Arabs and Jews are generally Semitic so I suppose they were there at the same time. Some of the Semites became Arabs and others Jews. In this sense, I'd say Arabs were first. If you're talking Muslims, then they followed Jews as far I can tell.