One thing Jehovah’s Witnesses have been correct on is the idea that the first century Christians referred to their religion as The Way. Their current bible glossary makes mention of this.
Way, the
An expression used figuratively in the Scriptures to refer to a mode of action or conduct that is either approved or disapproved by Jehovah. Those who became followers of Jesus Christ were spoken of as belonging to “The Way,” that is, they kept a way of life centered on faith in Jesus Christ, following his example.—Ac 19:9.
However, JWs don't use this. And why jws didn't adopt this phrase baffles me. You would think they would attempt to say that they are in "The Way", the way they go on about doing their best to mimic first century Christianity. But I suppose that would associate them too much with Jesus Christ. Not that saying The Truth changes that, since Jesus is called "The Way, The Truth and the Life"