Paul wants it plain who the vessels of mercy are: "us, whom he hath called." Matthew Henry puts it this way: "Would we know who these vessels of mercy are? Those whom God has called; and these not of the Jews only, but of the Gentiles." Barnes notes that "us" means "Christians, selected from both Jews and Gentiles," which, he says, shows Paul is speaking not primarily of nations but of individuals chosen out of nations. The question brings a hard discussion about God's rights home to the people reading it: they themselves are the evidence of His mercy.

Paul backs up his claim from the prophets. Hosea foretold that God would "call them my people, which were not my people" (Romans 9:25-26), which Paul applies to the calling of Gentiles. Isaiah foretold that out of Israel "a remnant shall be saved" (Romans 9:27-29). So God's call reaches both Gentiles and Jews.

Paul has already asked, "Is he the God of the Jews only? is he not also of the Gentiles?" (Romans 3:29). Gill explains that "called" here means God's effective call by grace, not just an outward invitation: "they are such whom God calls by his grace." Matthew Henry (full commentary) connects this to the removal of the partition between Jew and Gentile under the gospel.

After hard words about wrath and the potter's right, the question lands on mercy. The God who could justly leave all people to wrath has instead called a people for His glory, and He has drawn them from both Jews and Gentiles. His sovereignty is not a closed door; it is the reason the door was opened to people who had no claim on Him.

The Hosea quotation that follows shows this was always God's plan: "I will call them my people, which were not my people" (Romans 9:25). The church in Rome, made up of Jews and Gentiles, was living proof.