Trick question. They didn't. Britain didn't exist until 1707.
Great Britain: the island that contains the countries of England, Scotland, and Wales (throw in Cornwall as a separate country if you're of a mind, I'm fine with that).
Less Britain: an old name for Brittany in what is now France. The native language there is Breton, a Celtic language related to Welsh.
England: One country within Great Britain.
United Kingdom: The countries of Great Britain, plus Northern Ireland, plus some of the surrounding islands -- but not all! Ireland (excluding Northern Ireland) is obviously not part of the United Kingdom, nor are the Channel Islands (in some of which Queen Elizabeth is the Duke of Normandy, rather than the Queen per se), nor numerous others.
The British Isles: Great Britain, Ireland, and all of the surrounding islands. This is a geographic designation, not a political one, as there is no unitary government.
Yes, it's confusing.
Great Britain is an island that is a lot older than 1707 :)
But seeing as everyone's in the mood for educating me, here's the logic behind it:
Britain was an invention of a King that wanted rule of the whole. Great Britain is the island (which didn't exist when you could walk to it). The United Kingdom of Great Britain and Northern Island is the political entity. The Romans called it Brittania. After the Romans left, it stopped being called Britain (as it was separate countries and principalities) until the act of Union in 1707 removed Scottish parliament and the King proclaimed that it came under a single rule for the first time.
Britain is an island