The whole idea of a messiah--a king--as something to hope for is interesting in light of 1 Samuel 8. Up until this time, Israel had been ruled by judges. But now the people demanded to have a king because they didn't trust the upcoming judges, and they wanted to be like the other nations who had kings. Both Samuel and God were displeased. God gave them all kinds of warnings about what having a king would mean, and he made it out to be a bad thing.
The most interesting thing God said to Samuel was this: "Listen to the voice of the people in regard to all that they say to you, for they have not rejected you, but they have rejected me from being king over them." I'll explain why I find that interesting in a minute.
Later, having a king was seen as such a good thing that God promised David that his "kingdom shall endure before me forever; your throne shall be established forever" (2 Samuel 7:16). Sometime after that, Israel was split in two--the northern kingdom of Israel and the southern kingdom of Judah. The northern kingdom was dispersed by the Assyrians in 722 BCE and never really "returned from exile." The Samaritans during Jesus' time were composed of some of their descendents, I think. Later, the kingdom of Judah was captured by the Babylonians. The last king was taken captive and eventually died with no successor.
It looked like God's promise to David had failed. But that's not how the authors of the Bible interpreted it. Instead, they kept their hope that God would keep his promise by restoring the kingdom of David. In the last days, there would be a descendent of David who would be king. The promise actually became even more grandiose than was originally stated. The new king would completely restore Israel, reunite Judah and Israel, defeat all of Israel's enemies, and esablish the throne of David forever (see for example Ezekiel 37:15-28).
Christians see Jesus of Nazareth as the fulfillment of these promises. He is the eschatological messiah. (I actually have been planning for a couple of years to go into more detail about this, but laziness has kept me from it.) Now here is what I find most interesting in light of what I quoted above. Jesus said that "he who rejects me rejects the one who sent me" (Luke 10:16).
Isn't that an interesting twist? Originally, God said that by asking for a king, the people of Israel were rejecting God as their king. Yet now Jesus is saying that if you reject him as king, you are rejecting God as king.
I think that the doctrine of the incarnation as well as the Trinity both solve this problem. As a man, Jesus was a descendent of David, and therefore eligible to become king. But by also being God, God gets to be king. Accepting Jesus as king, then, does not entail rejecting God as king. Rather, it entails accepting God as king.