Jerusalem – The City of David
David, the son of Hebraic tribe of Canaan conquered the city from the Jebusites and established it as the capital of the united kingdom of Israel, and his son, King Solomon, commissioned the building of the First Temple of Judaism in this region.
All this happened a long time before the Christians established their religion in the Kingdom of Judea. The Christians built their shrines to celebrate the crucifixion of Jesus.
Much later, Islam made Jerusalem a focal point for Muslim prayer. If anybody has the right to claim Jerusalem as their holy city, the Jewish people most evidently have it.