First, there is overwhelming historical evidence that Jesus of Nazareth really existed and did more or less what it says in the Gospels (which the church has often misread, by the way). I have written on this at length elsewhere.
Second, his followers came to see him as the Messiah (=Christ in Greek) despite the fact that he didn't do much of what Messiah-watchers in first-century Judaism expected.
He was executed as a Messianic pretender ('King_of the Jews'), and the earliest Christians were clear that his resurrection three days later was the demonstration, by the one true God of Israel, the world's creator, that this Jesus was indeed the Messiah (and had been all along, and hence that his death was the Messianic act of liberation).
Third, the phrase 'Son of God' in the Judaism of the time had at least three possible meanings: (i) an angel or heavenly being, (ii) Israel as_a nation or the chosen few within it, (iii) the Messiah (see 2 Samuel 7, Psalm 2 and other passages, and their use in this sense in the Dead Sea Scrolls). To say that Jesus was 'Son of God' could simply mean this third sense: he was the Messiah.
Fourth, however, Jesus himself believed that it was his unique vocation to do and be what, in Israel's scriptures, God himself had said he would do and be. In other words, he understood, in a rich intimate knowledge of the one he called 'Abba, Father', that he had to embody Israel's God, returning to his people at last to rescue them and inaugurate God's rule of truth, justice and peace ('the kingdom of God'). Jesus went to his death in the belief that this was what Israel's God had promised to do, by himself, to take cosmic evil and human sin on himself and so deal with it once and for all.
Jesus himself used the idea of 'son of God' as a way of expressing both his reworked idea of Messiahship and, as it were within that, his belief that his Messianic vocation included the calling to embody (i.e. to incarnate) Israel's God. From the same basis we get the firm belief that he will return to put everything to rights at last (i.e. to 'judge the world').
Fifth, we find, very early in the Christian movement, Jesus' first followers thinking through this line of thought and coming up with their own fresh formulations of the same point of view. Paul puts it succinctly: 'the son of God loved me and gave himself for me'. Sixth, I find this line of thought utterly compelling, historically,_theologically and not least personally. But let me be clear: when we say 'Jesus is the Son of God', this isn't a matter of starting with 'God' as a known quantity and fitting Jesus into that.
The early Christians insisted that you had to do it the other way round. 'He is the image of the invisible God', wrote Paul. 'No-one has seen God,' agreed John, 'but the only-begotten God, who is close to the Father's heart, has made him known.' Amen to that.
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