They called themselves as Polyanes and Russians and their neighbors called them that way. The first mention about the Russians and their independent state recognizes by other countries, in the Western written sources is 839 , Annales Bertiniani. Predictable it's a spy scandal.
And some Poles believe that they are descendants of the Sarmats. Anyway, Borderlanders, Fielders and Oarsmen existed long before the cultural, lingustical and political unities of Ukrainians, Poles and Russians separated from each other. Some people believe that they didn't truly separate yet.
So, we are returning to the question - what cities were founded by the people, who actually called themselves Ukrainians?
Kiev was founded by the Polyans, then - captured by the Russians, then - destroyed by Mongols, then - captured by Lithuanians, then taken by Poles, then - recaptured by the Russians, and only in the end of XX century more or less independent Ukraine was created (and it became a failed state in 2014).