Jesus told His disciples that He had come not to abolish the Law and the Prophets but to fulfill them [Mt 5:17]. And during His encounter with the Samaritan woman at Jacob's Well, He told her explicitly that "...salvation is from the Jews" [Jn 4:22]. It's important that we do not forget this.
Indeed, I'm always saddened when I encounter Christians who seem not to know or accept the distinctly Jewish roots of Christianity. Not only was Jesus Himself a Jew, but so were all of the apostles, the men we Catholics consider the Church's first bishops, the source of the apostolic succession that transmitted the teachings and doctrine and authority of the apostles down through the ages. And first among these first bishops was Simon Bar Jonah, who was renamed "Peter" by Jesus. Peter, as the first vicar of Christ, the first Bishop of Rome, the first pope, was given the Keys to the Kingdom [Mt 16:17-19].
Much of the Mass that we celebrate today has its roots in Jewish liturgy. Prayers. psalms, blessings, Old Testament readings, the Passover (Seder) meal...so much that makes up the Mass is essentially of Jewish origin.
And remember that glorious day when the Holy Spirit descended on those gathered in that locked upper room in Jerusalem? On that first Pentecost, Peter and the others, filled with the Spirit, went out into the streets of the city praising God and preaching the Good News of Jesus Christ to all they met. Because it was the Jewish feast of Pentecost, the city was filled with Jewish pilgrims (who were probably joined by a good number of righteous Gentiles) from throughout the Roman Empire. On that day the Apostles baptized 3,000 new Christians who would return to their cities taking their new faith and the Good News with them [Acts 2:41]. Following Jesus' command the Church began the work of making "disciples of all nations, baptizing them...teaching them..." [Mt 28:19-20] As Pope Benedict XVI has made clear, it wasn't just the local Church of Jerusalem that was born that day. It was the universal Church, the worldwide Church, the Catholic Church. And it got its start thanks to the Jews.
If you want to learn more about the ancient Jewish roots of our faith, read Taylor Marshall's wonderful book:The Crucified Rabbi: Judaism and the Origins of Catholic Christianity. Here's a video that provides an overview: