Believers of Judaism are Jews. Believers are Christianity are Christians. Why are believers of the Church of Jesus Christ of Latter Day Saints called Mormons?
Members of the Church of Jesus Christ of Latter Day Saints are shortened to the name "Mormons" due to the fact that their holy book is the "Book of Mormon," and that a significant figure within the text was the prophet Mormon.
According to members of the faith, Mormon was a historian of his time and descendant of Nephi, who they believe travelled from Jerusalem to the New World on a boat with his family.