I know this may sound trivial, but in discussions about ancient ethnicities, this gets consistently confused. Namely, the difference between the self-designation of an ethnic group (endonym) and the foreign designation of the same ethnic group (exonym). Here are some modern examples of exonyms (in English) versus their respective endonyms:

Albanians Shqiptar
Basques Euskaldunak
Croats Hvrati
Finns Suomalaiset
Dutch Nederlanders
Germans Deutsche
Greeks Ellēnes
Hungarians Magyarok
Japanese Nihonjin
Welsh Cymry

The same, of course, applies for ancient ethnic groups:

Proto-Germanic tribes Germani (Lat.), *Nemsi (Proto-Slavic) *Θeudiskaz
Ancient Egyptians Aigyptoi (Gr.), Mizrahim (Hebrew) K-M-T (*Kemet, Coptic "Kimi")
Etruscans Etrusci, Tusci (Lat.), Tyrsenoi (Gr.) Rasna, Rasena
Gauls Celtae, Galli (Lat.), Galatoi, Keltoi (Gr.), *Walhaz (Proto-Germanic) *Keltī, *Wolkī
Picts Picti (Lat.), Cruithne (Irish), Pryden (Old Welsh) ?

This is, of course, far from exhaustive. But, if you didn't know this before, remember this next time you talk about ancient ethnic group...