Caligula, son of Germanikus, commenced his reign with moderation in an attempt to be fair, but soon fell sick. His sickness caused him a mental disorder. Caligula believed that he was a human-shaped god and that he represented law, therefore all had but to obey him. He was assassinated in the 24th of January, 41 AC.
Alexandrians and Jews Civil War
The Alexandrians accused the Jews of treason for having helped the Roman troops to conquer Egypt so as to gain privileges from them. Also the Alexandrians accused the Jews of practicing usury (it even amounted to the extent that the Roman emperors owed them money). The Alexandrians' hatred towards them was also because the Jews lived in isolation, bearing a heavy hatred towards the Pagan Deity. The Jews began to denounce to the Roman governors that the Alexandrians were collecting and storing weapons in their houses and that they were preparing for a riot against Rome.
As a response, the governors effectively confiscated a large quantity of weapons. The civil war between the two sides began with the visit of Agrippa, a grandson of Herod, to Alexandria. Agrippa was a friend of Caligula and he benefited from his friendship with the Emperor in increasing the privileges enjoyed by the Jews. The Alexandrians ridiculed Agrippa and complained to the Emperor that the Jews disobeyed his order of worshiping him as a god. With this excuse, the Alexandrians broke into the Jewish neighborhood and placed statues of the Emperor in their temples. Caligula issued a decree nullifying the privileges of the Jews.
Seizing such an opportunity, the Alexandrians looted the Jews' homes and businesses and killed many of them. Since then, delegations of Jews and Alexandrians began to visit Rome to explain their case before the Emperor, who was angry with the former because they denied his divinity. After the assassination of Caligula, both the Jews and Alexandrians continued sending their delegations to Claudius who tried to appease both sides warning them of serious consequences that were to take place. But delegations continued and, in one of the audiences, the Alexandrians, Isidoros and Lambon believed that the Emperor favored the Jews and insulted him. Claudius ordered their execution and they were considered, by the Alexandrians, the first martyrs.
You can get more information here.