First of all, in the first century and probably two hundred years or so before, there were many groups who claimed that the Messiah had come. They all had a charismatic leader that usually called people to a revolution to overthrow the Romans. But this is what happened every single time. Rome came in and crushed the movements or groups and killed their leader. Cut off the head and… When the leader died, game over. The only thing that you could do was die on your leaders behalf and at least admit that you were wrong. Since the leader died, he couldn’t possibly be the Messiah. Rome won. Rome always wins. Caesar is lord. Caesar is the son of god. Caesar provides all good things.
And Rome killed Jesus. For many people, this was proof that Jesus wasn’t the Messiah. Game over. But a strange thing happened. His followers shortly after kept saying that he was indeed the Messiah. This was a ridiculous notion since Jesus died. But they said that he was physically resurrected. Even the Jews who believed that a physical resurrection would happen at the end, knew this to be ludicrous. Jesus was alive in the flesh. He was not a ghost but living and breathing.