In the Americas, and in the modern period yes, but the concept was not totally new. Switzerland was a kind of federal state since 1291: https://en.wikipedia.org/wiki/Federal_Charter_of_1291

if you stick strictly to the name "united states" then yes, it's the first entity to name themselves this. later entities include the united states of belgium but they appear later (1790).

however, the netherlands used the name "united provinces" and "(republic of the seven) united netherlands" from 1588, sooooo I guess it can count if you make your question broad?

I suppose it was. Good point.

Come to think of it, what bothers me isn't our name so much as the attitude of so many of my fellow citizens that the rest of the world is of no consequence. Our name puts a fine point on that narrow world view, regardless of whether it was intended that way.

So yeah, I'd rather see the culture change than the name.