Jesus did not mean that He had claimed publicly to be the Messiah. He had not. He meant that He had told the Jews that He was the Messiah by His works (cf. John 5:16-47; John 6:32-59; John 7:14-30). His miracles proved who He was, namely, God"s Son sent to fulfill the Father"s prophesied will, but the Jews generally rejected that testimony because they wanted a different type of Messiah. The ultimate reason they did not understand Jesus was that they were not of the sheep the Father had given to the Son (cf. John 10:1-18; John 6:37). This condition did not excuse their unbelief, but it explained it. [source][source][source]
"From the human standpoint, we become His sheep by believing; but from the divine standpoint, we believe because we are His sheep.... [source][source][source]
"In the Bible, divine election and human responsibility are perfectly balanced; and what God has joined together, we must not put asunder." [1][source]