What did medieval people call their own epoch? Surely they didn't know they were "medieval" or "middle." Did renaissance people know they were in the renaissance? What did Mozart call his own style of music? It probably wasn't "classical." We know the "baroque" was the invention of the 19th century. The "counter-reformation" is also a label created well after the fact, I believe. I don't think Lope knew he was in the "siglo de oro" or, even less so, "early modern." I think rococo was used contemporaneously with the style it describes. I'll have to look that up.
What was the first period that knew what it was called, that named itself? When was the periodization we now take for granted become established? Do any of these questions make any substantive difference, or are they simply taxonomical shorthand that we use for convenience?