There are lots of different ideas about whom Jude was writing to. Most likely it was Christian believers located in Palestine that came from both a Gentile and a Jewish (Hellenistic) background.
By referring to Christians as those who have been called, Jude is indicating that they have been chosen by God for relationship and set aside by him for divine service (see also Romans 8:30; 1 Corinthians 1:9; Galatians 1:6, Galatians 1:15; Ephesians 4:1, Ephesians 4:4; Colossians 3:15; 1 Timothy 6:12; 2 Timothy 1:9; Hebrews 9:15).1 God’s call is corporate and it constitutes the believers together as the people of God. It is possible that Jude had the servant songs of Isaiah in mind where Israel is said to be called (Isaiah 41:9 Isaiah 42:6; Isaiah 48:12, Isaiah 48:15; Isaiah 49:1; Isaiah 54:6) loved (Isaiah 42:1; Isaiah 43:4; see also Deuteronomy 7:7–8; Jeremiah 31:3; Hosea 11:1; Hosea 14:4) and guarded by God (Isaiah 42:6; Isaiah 49:8).2 In this case Jude is making the point that Christian believers are the true Israel of God (see also Galatians 3:27–29; Romans 9:6–8).3
1 Jude, a servant of Jesus Christ and brother of James, To those who are called, beloved in God the Father and kept for Jesus Christ: