They went by there fathers name back then "son of.." or what their occupation was which is why "Smith" as in "blacksmith" is so popular. You have Davidson Peterson Johnson and so forth... Which are from the term "son of..." I don't know if they had actual last names.
People didnt use last or surnames names much back then. They were usually refered to as 'the son/daughter of' or by their occupation. So Jesus might have been Jesus, the son of Joseph, or Jesus the carpenter and later as Jesus the rabi or Jesus the teacher. Even with the Romans of the time who sort of used surnames or patronyms a boy child may be given a different surname than its father to reflect other family names ir traits and girl babies often were given no surname at all but simply bore a feminine version of their fathers name plus a number. Like three daughters of Aurelius might be named Aurelia First, Aurelia Second and Aurelia Third. Truely hereditary surnames like we know today did not come into use until the middle ages by the nobility and much later by the general public.