Matt 1:16 and Jacob begat Joseph the husband of Mary, of whom was born Jesus, who is called Christ.  When Jesus is called Christ, this appellation signifies four things about him.  He is:

The King of Israel

Matt 2:1-4 where is he that is born king of the Jews?  And when he had gathered all the chief priests and scribes of the people together, he demanded of them where Christ should be born.  The wise men from the east who came to see the King of the Jews, and even Herod, the Roman king, knew that Christ is the King of Israel.

Mark 15:32 Let Christ the King of Israel descend now from the cross, that we may see and believe. And they that were crucified with him reviled him.  Those that mocked him on the cross knew, as well.

The Son of David

Matt 22:42 saying, What think ye of Christ? whose son is he? They say unto him, The Son of David.  The Pharisees, Sadducees, and Herodians knew that Christ is the Son of David.

The Son of God

Matt 16:16 And Simon Peter answered and said, Thou art the Christ, the Son of the living God.  The disciples knew that Christ is also descended from God himself.

Matt 26:63 Caiaphas the high priest, But Jesus held his peace. And the high priest answered and said unto him, I adjure thee by the living God, that thou tell us whether thou be the Christ, the Son of God.  Even the high priest knew that Christ is supposed to be the Son of God.

The Saviour of the world

Jn 4:42 and said unto the woman, Now we believe, not because of thy saying: for we have heard him ourselves, and know that this is indeed the Christ, the Saviour of the world.  This Samaritan woman and so many of the men from Samaria knew that Christ is the Saviour of the world.

How do we know that Jesus is Christ?

By the angels’ proclamation.  Lk 2:11 For unto you is born this day in the city of David a Saviour, which is Christ the Lord.  Even the devils knew he is Christ.  Lk 4:41 And devils also came out of many, crying out, and saying, Thou art Christ the Son of God. And he rebuking them suffered them not to speak: for they knew that he was Christ.

By the prophecies he fulfilled.  Jn 7:42 Hath not the scripture said, That Christ cometh of the seed of David, and out of the town of Bethlehem, where David was?   Acts 3:18 But those things, which God before had shewed by the mouth of all his prophets, that Christ should suffer, he hath so fulfilled.  In just the short time surrounding his birth and early childhood he fulfilled these prophecies.  He was born of a virgin, in the city of Bethlehem, out of David, from the tribe of Judah, and called out of Egypt.  In all he fulfilled improbable numbers of scriptures in his lifetime.

By the words he spoke Jn 4:25 The woman saith unto him, I know that Messias cometh, which is called Christ: when he is come, he will tell us all things.  Jn 6:68-69 Then Simon Peter answered him, Lord, to whom shall we go? thou hast the words of eternal life. And we believe and are sure that thou art that Christ, the Son of the living God.

By the miracles he did.  Jn 7:31 And many of the people believed on him, and said, When Christ cometh, will he do more miracles than these which this man hath done?

By the things he suffered.  Lk 24:26 ought not Christ to have suffered these things, and to enter into his glory?  Lk 24:46 and said unto them, Thus it is written, and thus it behoved Christ to suffer, and to rise from the dead the third day:

By his resurrection from the dead.  Acts 2:30-31 Therefore being a prophet, and knowing that God had sworn with an oath to him, that of the fruit of his loins, according to the flesh, he would raise up Christ to sit on his throne; he seeing this before spake of the resurrection of Christ, that his soul was not left in hell, neither his flesh did see corruption.  Acts 4:10 be it known unto you all, and to all the people of Israel, that by the name of Jesus Christ of Nazareth, whom ye crucified, whom God raised from the dead, even by him doth this man stand here before you whole.

By his return to the earth.  1 Cor 1:7 waiting for the coming of our Lord Jesus Christ:  1 Thes 3:13 to the end he may stablish your hearts unblameable in holiness before God, even our Father, at the coming of our Lord Jesus Christ with all his saints.

Conclusion: believe on him, confess him, tell others about him, and wait for him.  He is coming because he is Jesus who is called Christ.