There are different ways in which to answer this question. First, since historical arguments are difficult to piece together, especially with Judaism, due to the antiquity of the religion, the best that we can do is approximate.
With Judaism, they look to Abraham, because he was their first patriarch. It was through him that Isaac was born, who became the father of Esau and Jacob and it was through Jacob the 12 tribes of Israel were born. The best guess in terms of date is the middle bronze age - 2200-1800.
Christianity started with Jesus and his followers in the first century AD. However, Christians would argue that their religion goes back and includes the Jews. This is why their canon includes the Jewish Bible, which Christians call the Old Testament. So, there is a theological question here.
Islam began with Muhammad in the middle east around 600. It was stated that he received revelations from Allah.
These three religions are the three major world religions that are most closely related to each other. They all worship essentially the same God and two of them were born from the older religions.
The first of these religions to come into being was Judaism. It started when Abraham converted to monotheism in roughly 1800 BCE.
Next was Christianity, which can be said to have started with the life and death of Jesus Christ around 33 CE (also known as AD).
Finally, Islam was founded by the Prophet Muhammad in Saudi Arabia around 620 CE.