Tunesmith said "One thing about Christian belief which has always puzzled me is the fact that Jesus was the long awaited Messiah who would come and save his people ( i.e. the jews) but when he did come he was rejected by the very people he was sent to save! Now what was the point of that exercise?"
Jesus was born and lived as a Jew. There was no Christianity until after his death. Nevertheless, he made it quite clear that he had come to save all men for all time from their sins. There are many references toward this in the Bible too, but probably the most important one is "For God so loved the world that He gave His only begotten Son, that whoever believes in Him should not perish but have everlasting life".
They believed him not back then no more than they believed it before or they would believe it today. Can you imagine if Christ did return today the reception he would get? Most likely he would be imprisoned again in so way or another. Johnny Cash singing "Jesus was a carpenter" says it far more eloquent than I ever could.
But as far as your puxxlement goes, I do believe the above answers your question from the position of Christianity