Jesus and Paul didn't have last names. Back then very few people had surnames. Most people only had a first name and were distinguished from others with the same name by the use of descriptions that included things like, the name of their father, their occupation or the place they're from: examples: "Jesus of Nazareth", "Saul of Tarsus", "Joseph the carpenter", "Jesus the son of Joseph", "John the baptizer", etc.
Starting a 'Bible Study' - The Basics
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