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Christianity is the religion of people who consider Jesus to be "The Messiah".
But what is the Christian definition of "The Messiah"?
Since Christian theology is based on the notion of "The Messiah's" first coming, what are the criteria that one has to fulfill during their "first coming" in order to be regarded as "The Messiah"?
I think there is an assumption behind your question that is not quite right, regarding the Christian conception of "the Messiah". As David Stratton shows in his answer, the Messiah concept is originally Jewish, and Christians believe that Jesus is that very same Messiah, and the fulfilment of various prophecies. But bear in mind that most Christians historically (1) were Gentiles, and (2) lived long after Jesus did. They are not in the position of already believing the Jewish scriptures to contain true prophecy, and then figuring out that they are talking about Jesus - as if they might wake up one day and decide someone else is a better fit. It's more like taking the salvation work of Jesus as basic, and afterwards using that understanding to approach the Jewish tradition. Jesus's Messiah-nature is (pretty much) axiomatic for Christians, and not a conclusion; instead, the facts of his life tell us what "Messiah" ought to mean.
The earliest Christians, at least, were steeped in the concept of Messiah. As we know, there was a pre-existing expectation of a religious-political saviour of some kind, diverse interpretations of exactly what that meant, and many claimants to the title. The first Christians were those who came to believe that Jesus of Nazareth was the same person as the expected Messiah, and they explained this with reference to the Jewish scriptures (consider Peter's speech in Acts 2:14-41, for just one example).
I daresay that in many cases, Jewish people, ancient or modern, would regard a lot of these interpretations as wrong or unjustified (though not all: there are several passages that Jews and Christians agree are messianic, even if they disagree on whether they are talking about Jesus). From a Christian perspective, these passages help us to understand who Jesus was - they do not provide criteria against which he should be judged. Remember that Christians read the New Testament as authoritative from the get-go. If it says that's how to understand what Joel wrote, then there you have it. Moreover, it says very clearly that all expectations about the Messiah are met or exceeded in Jesus (see for example the Letter to the Hebrews). In particular, he is a king, a priest and a prophet - but not in the way people expected - he is the suffering servant, he is representative of Israel, he brings God's truth to the world, he is above the angels, and so on. More than that, he uniquely met and defeated sin in his own person, as "the firstborn of the dead" whose resurrection makes eternal life possible for all people.
There is a "weak" version of Jesus-as-Messiah, where "Messiah" was a useful analogy for explaining what Jesus did, to people who were already familiar with the idea. Consider in opposition Acts 17:16-34, where Paul speaking in Athens uses the language of Greek philosophy rather than Jewish prophecy. The title would then be just one of many attributes or analogies used to describe who Jesus was, as he is elsewhere called the bread of life, the lamb of God, and so on. But this isn't really satisfactory, since it doesn't explain why exactly God would choose to be incarnate in this nation, at this time.
From a Christian perspective, one can understand the entire prior history of Israel, and indeed the world, as leading towards Jesus. This includes the Messiah concept. In other words, the fact that the messianic idea existed should be "explicable" in terms of Jesus. N. T. Wright (Anglican theologian and bishop) writes that for Paul, "In Jesus the Messiah the covenant purpose of the creator for Israel was finally fulfilled" 1. In this way the universal significance of Jesus is tied in with the religious and political context of his life, and all of these circumstances were arranged by God. Messiah is not an empty or minor title. It is inseparable from the gospel message. And because of this there is no objective checklist within Christianity for deciding whether someone is the Messiah. Christian faith presupposes that Jesus is the Messiah.
Here comes a terrible analogy. Suppose I am expecting my long-lost uncle to show up for dinner. I've never met him, but I have some idea what he looks like (and perhaps my family can't agree on how tall he is, whether his hair is greyish-black or blackish-grey, or whether he sings bass or tenor). When he does arrive and introduces himself, I immediately "know" that he is my uncle, by what he says and the way he looks and moves, even if he doesn't precisely match my earlier expectation. He may show other forms of proof too. But from now on, because I know who my uncle is, I have updated my uncle-concept in the light of my new experience. True, there is a definition of "an uncle" as the brother of one of my parents, but my definition of "my uncle", my idea of who he is, comes from the facts of his existence. My understanding of my family history, and of all the stories in which my uncle featured, has changed now that I have met him. I cherish those stories but I no longer use them as a checklist against which uncle-candidates can be assessed. Analogy ends.
1. N. T. Wright. Romans and the theology of Paul. In Pauline Theology, volume 3, ed. David M. Hay and E. Elizabeth Johnson. 1995.
A messiah is a saviour or liberator of a people in the Abrahamic religions. From http://dictionary.reference.com/browse/Messiah
Mes·si·ah [mi-sahy-uh] noun
1 the promised and expected deliverer of the Jewish people.
2 Jesus Christ, regarded by Christians as fulfilling this promise and expectation. John 4:25, 26.
3 ( usually lowercase ) any expected deliverer.
4 ( usually lowercase ) a zealous leader of some cause or project.
5 ( italics ) an oratorio (1742) by George Frideric Handel.
Items 1 and 3 are the general definitions accepted. There have been plenty of messiahs (little m) in the Abrahamic religions. Judaism points to a coming Messiah throughout the Old Testament.
To your specific question:
*Jesus is the Ultimate embodiment of the term. He is The Messiah. Christians believe He is the promised one that can deliver us (liberate us) from our sins, and the penalty of those sins.* That's where definition 2 comes in.
There are tons of resources available explaining why we believe that Christ is The Messiah (as opposed to "a messiah"). For example, a list of Messianic prophecies fulfilled by Christ can be found here.
As for His role as liberator - the ability to liberate us from our sins is based on His words, backed up by miracles. Each time He made a claim to have the power that only God could have, such as the power to forgive sins, He backed the claim up with a miracle as a demonstration of His power, authority, and identity.
For "little m" messiah's it could be liberation from bondage (Moses delivering Israel from Egypt, etc.) That's referred to as a type of messiah, not The Messiah.
What is the Christian definition of "the Messiah"?
The English word "Messiah" (capitalized or not) is a loanword based on a loose transliteration of the Hebrew word מָשִׁיחַ (mashiach).1 This word means "anointed," and when used as a substantive, it means "anointed one."2 "To "anoint" is "to smear oil upon."
In Mishneh Torah, Moses ben Maimon wrote,3
Throughout the generations, no one is anointed with it (the special anointing oil) except the high priests, the priest of war, and kings of the house of David alone. Even a high priest who is the son of a high priest is anointed with it, as it is said (Lev. 21:10), "And the one who is high priest among his brothers, upon whose head the anointing oil was poured..."
How is the priest anointed? The oil is poured upon his head and applied between his eyes in the form of the Greek letter chi (Χ) as it is said (Lev. 8:12), "And he poured the anointing oil on Aaron's head and anointed him to sanctify him." And the kings of the house of David are anointed [with the oil spread] like a kind of crown on their head. And they should not be anointed on other places [on their bodies], nor should one use an excessive amount of oil.
Certainly, there are many individuals referred to as "anointed" in the Tanakh, whether prophets, kings, or priests. However, we believe that Jesus is the anointed one par excellence because his anointing was greater than all other individuals who were anointed. Hence, we refer to him as the Messiah rather than a messiah. Why so?
In Psa. 45:6-7,4 it is written,
6 O' God, your throne is forever and ever. The scepter of your kingdom is a scepter of equity. You loved righteousness and hated wickedness. 7 Therefore, O' God, your God anointed you with an oil of gladness more than your brothers.
ו כִּסְאֲךָ אֱלֹהִים עוֹלָם וָעֶד שֵׁבֶט מִישֹׁר שֵׁבֶט מַלְכוּתֶךָ ז אָהַבְתָּ צֶּדֶק וַתִּשְׂנָא רֶשַׁע עַל כֵּן מְשָׁחֲךָ אֱלֹהִים אֱלֹהֶיךָ שֶׁמֶן שָׂשׂוֹן מֵחֲבֵרֶךָ
Notice we have God (the Son) being anointed by God (the Father) with the "oil of gladness" more than his brothers. The oil of gladness is the Holy Spirit (cp. Acts 10:38).
In On the City of God (De Civitate Dei), Augustine wrote,
Who is there, no matter how slow, but must here recognize Christ whom we preach, and in whom we believe, if he hears that He is God, whose throne is for ever and ever, and that He is anointed by God, as God indeed anoints, not with a visible, but with a spiritual and intelligible chrism? For who is so untaught in this religion, or so deaf to its far and wide spread fame, as not to know that Christ is named from this chrism, that is, from this anointing?
Quis non hic Christum, quem praedicamus et in quem credimus, quamlibet sit tardus, agnoscat, cum audiat Deum, cuius sedes est in saecula saeculorum, et unctum a Deo, utique sicut unguit Deus, non visibili, sed spiritali atque intellegibili chrismate? Quis enim tam rudis est in hac religione vel tam surdus adversus eius famam longe lateque diffusam, ut Christum a chrismate, hoc est ab unctione appellatum esse non noverit?
The original poster asked in a comment,
But what is the (1st coming) job according to Christians?
According to those who experienced the crucifixion and death of the Lord Jesus Christ, the earliest Christians believed that the King Messiah (i.e., the King of Israel) would be the one who "redeemed Israel" (Luke 24:21), that is, from the bondage of Gentile nations, especially Rome. However, not long thereafter, the Christians realized that the Messiah would be a redeemer, but not in the physical sense. Instead, he would liberate or redeem man from being enslaved to his sins, for the Lord Jesus Christ said (John 18:36),
My kingdom is not of this world. If my kingdom were of this world, then my servants would fight, so that I should not be delivered to the Jews. But now my kingdom is not hence.
Likewise, in Netzach Yisra'el (נצח ישראל), Ch. 42, the MaHaRaL (Judah Loew ben Bezalel) wrote,
How shall the Messiah be in this world, which is a carnal world, when all the business of the Messiah is divine, not carnal?
Footnotes
1 To be more precise, the English word "Messiah" is a Latin loanword derived from the Latin word messias, which is a transliteration of the Greek word μεσσίας (cp. John 1:41), which is a transliteration of the Hebrew word מָשִׁיחַ.
2 HALOT, p. 603; Gesenius, p. 515
3 Sefer Avoda, Hilkhot Klei ka-Mikdash veha-Ovdim Bo, Chapter 1, Halakha 7 & 9
4 Psa. 45:7-8 according to the Masoretic text.
5 Book 17, Ch. 16
References
Augustine (Aurelius Augustinus Hipponensis). On the City of God (De Civitate Dei).
Brown, Francis; Driver, Samuel Rolles; Briggs, Charles Augustus. A Hebrew and English Lexicon of the Old Testament. Oxford: Clarendon, 1906.
Gesenius, Heinrich Friedrich Wilhelm. Gesenius’s Hebrew and Chaldee Lexicon to the Old Testament Scriptures. Trans. Tregelles, Samuel Prideaux. London: Bagster, 1857.
Judah Loew ben Bezalel. Netzach Yisra'el (נצח ישראל). Jerusalem: 1964.
Moses ben Maimon. Mishneh Torah (מִשְׁנֵה תּוֹרָה). Ed. Mechon-Mamre. Jerusalem: Mechon-Mamre, 2015.
