This is a hard question to answer, because when it comes to ancient history so much has been lost to modern scholars. Moreover, the Hebrew Bible / Old Testament is a theological book that seeks to make a point. So, there is a lot of creative license in the way the story is Israel is presented. With this stated, we can give three answers.
First, the most important early figure in the history of Judaism is Abraham. There is good reason why he is called father Abraham. The Jews look to him as the founder of sorts, as the twelve tribes came ultimately from him by way of Isaac, who had Jacob, who produced the twelve tribes.
Second, Moses is another key figure, because it was under this leadership that the Law was given and most likely he had a hand in the writing of the Pentateuch, which became central to Judaism.
Finally, King David is another pivotal figure, because it was under him that there was a united kingdom and under his kingship Israel reached its apogee.