The Messiah is the King.
You don't even know why Jesus is the Messiah, there's no explanation given in the Qur'an.
The explanation is in the Bible -
An example
Jesus answers
Mark 12:35-37
"How is it that the scribes say that the Christ is the Son of David? - "For David himself said by the Holy Spirit:'The Lord said to my Lord, "Sit at My right hand, Till I make Your enemies Your footstool." ' - "Therefore David himself calls Him 'Lord'; how is He then his Son?" And the common people heard Him gladly.