Pythagoras was indeed the first man to call himself a philosopher. Others before had called themselves wise (sophos), but Pythagoras was the first to call himself a philosopher, literally a lover of wisdom. More importantly, for Pythagoras and his followers philosophy was not merely an intellectual pursuit, but a way of life, the aim of which was the assimilation to God.
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Kenneth Sylvan Guthrie and David R. Fideler, The Pythagorean Sourcebook and Library: An Anthology of Ancient Writings which Relate to Pythagoras and Pythagorean Philosophy (1919)