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Have you talked to people who know about it?
Basically, it all comes down to people making predictions of the coming of "something or someone special" and various different people they considered prophets talking about different things in the past but usually alluring to the coming of someone special.
Eventually, Jesus walks on the scene does a bunch of crazy shit and tells evil to BTFO. He made such a big impression on the "Jews, Gentiles, and Pharisees" that they formed a new church improving on Judaism.
People who actually know scripture can elaborate better than I can.