It is said in Isaiah that he will be the Messiah, and in another chapter that he would die for the sins of the world.
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because may be 1) reveals by the Father that Jesus is the Messiah, 2) intuitively know that Jesus is the long waited Messiah, 3) Jesus told him he is the Messiah or show him some miracles to him and he instantly believe Jesus is the Messiah 4) he had a dream last night that today he will meet the Messiah 5) Philip believed the testament of John the baptist who said that Jesus is the Messiah, I think he is one of the most faithful disciple of John the baptist. Jesus saw his total faith that Philip believed that he is the Messiah, therefore Jesus choose him.
Jewish people believe that Jesus Christ wasn't the real Messiah and they are still waiting for the Messiah. They believe that Jesus was a fake Messiah. They could believe that Jesus didn't raise up or won't be raised up because he "sinned" a lot by faking but they do believe that only God knows who will go to heaven and who will go to Hell.
John the Baptist, the cousin of Jesus.
These Psalms are connected with Jesus the Messiah.
The theme of Matthew is Jesus the Messiah and the theme of Mark is Jesus the Wonderful.