Below is an explanation of why we call ourselves Catholic. May God lead you closer to the Catholic faith!
The word “catholic” means “universal,” in the sense of “according to the totality” or “in keeping with the whole.” The Church is catholic in a double sense:
First, the Church is catholic because Christ is present in her. “Where there is Christ Jesus, there is the Catholic Church.” In her subsists the fullness of Christ’s body united with its head; this implies that she receives from him “the fullness of the means of salvation” which he has willed: correct and complete confession of faith, full sacramental life, and ordained ministry in apostolic succession. The Church was, in this fundamental sense, catholic on the day of Pentecost and will always be so until the day of the Parousia (Christ’s second coming). (Catechism of the Catholic Church #830)
Secondly, the Church is catholic because she has been sent out by Christ on a mission to the whole of the human race:
All men are called to belong to the new People of God. This People, therefore, while remaining one and only one, is to be spread throughout the whole world and to all ages in order that the design of God’s will may be fulfilled: he made human nature one in the beginning and has decreed that all his children who were scattered should be finally gathered together as one. (Catechism of the Catholic Church #831)