No one was sure who he was at first. There were a select few that knew but that is it. It wasn't until He bagan His ministry that everything came to light and people began to believe who He was. It was all in the timing, if He made known who He was before His time then everything that needed to be fullfilled likely would not have been.
Like Denny said, Herod tried to get rid of Him by killing all baby boys two years old and under. Jesus and His family had to keep things quite in order for Jesus' destiny to be fullfilled.
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