I'm not an anthropologist, but I think it's approximately correct to say that we caricature early humans who didn't yet know how to build houses as "cavemen." That's looking backward some tens or hundreds of thousands of years.
What will people call us tens of thousands of years from now? Of course, unless you're Dr. Who or for some other reason can travel through time, there's no way of knowing.
But my money is on "terrestrials." We'll be known as the people who haven't yet learned to live in the ocean. Or in space.