[nickcarraway]

There are two answers. Persia was the exonym, but usage changed in 1935. But in today's usage, Iran is the country, but Persian is the ethnicity. Not all Iranians are Persian. About 60 to 65%.

Do you get mad that some people are called Jews, because you think they should all be called Israelis?

[dfwgator]

Persia was the exonym, but usage changed in 1935.

Do you know the reason why?

[CdMGuy]

Not sure where you live. I live in So Cal which has a huge Iranian population. FYI, they like to refer to themselves as Persians because they have a strong distaste for the current Iranian government, and because it makes them feel better about themselves and hope that Americans do not treat them with distain.

I am an American of Italian descent. Does that mean it is OK for me to walk around telling everyone that I am Roman?

As to Jews and Israel, I have Israeli friends. They refer to themselves as Israelis. My American Jewish friends refer to themselves as Americans.