
Throughout Old Testament prophecies are promises of God’s ‘Annointed One,’ the Messiah. He would be fully annointed with God’s Holy Spirit, would be a direct representative of God ruling over the world, and would, basically, correct everything that is wrong with the world. In only a few places is the Messiah also referred to as a ‘Son.’
Psalm 2 (excerpts)
The Reign of the Lord’s Anointed

The kings of the earth set themselves,
and the rulers take counsel together,
against the Lord and against His Annointed…
He who sits in the heavens laughs;
the Lord holds them in derision.
Then He will speak to them in his wrath,
and terrify them in His fury…
The Lord said to me, “You are my Son;
today I have begotten You.

Now therefore, O kings, be wise;
be warned, O rulers of the earth.
Serve the Lord with fear,
and rejoice with trembling.
Do homage to the Son, lest he be angry
and you perish along the way,
for his wrath will soon be kindled.

This Psalm was written in 1044 BC and God’s Annointed is here first identified as also being God’s Begotten Son. Parts of this Psalm are quoted and applied to Jesus in the New Testament writings. For example, in this prayer recorded in Acts 4:24-28:

“For truly in this city there were gathered together against your holy servant Jesus, whom You anointed, both Herod and Pontius Pilate, along with the Gentiles and the peoples of Israel, to do whatever Your hand and Your plan had predestined to take place.”

“Christ Carrying the Cross” painting by Hieronymus Bosch, circa 1515-1516, featuring faces from different ethnic groups of his time representing the nations raging at Jesus during His crucifixion.
Essentially these early Christians are saying this prophecy was fulfilled about 1,075 years later in Jesus as God’s Annointed One (the Christ).
A NOTE ABOUT INTERPRETING PROPHECY
Our head pastor @jdgreear.com, points out that prophecies often have an immediate application, as well as a future application. The nonbelieving Jews do not accept the Christian interpretation of Psalm 2. They say the ‘annointed’ referenced in it is King David and that God calls him a ‘son’ as a term of endearment. This would be the immediate application.
One of the things Jesus taught His disciples was how their Scriptures (our Old Testament) prophesied about Him. We see many of those examples recorded in the gospels, but we also see many more referenced in later writings, such as another one in from Psalm 2 in Acts 13. These are the future applications to Jesus Christ.

Those Jews who DO see Psalm 2 as a Messianic prophecy focus on His establishment as the ruler of the world. We as Christians believe this is still a future event to come at Jesus’ second coming and at the end of the age as recorded in Revelation 21, when creation is made new and God’s Holy City comes down from heaven to earth with God/Jesus ruling the world.

Amen, Lord Jesus, come quickly.