Re: Jews 4 Jesus..."What proof do you have that Jesus was the Messiah?"
For my two cent's worth, I have to ask, Who is Messiah? He was destined to help establish a new covenant between God and Israel and was intentioned to make Jerusalem the spiritual capital of the world. However, in their highly charged political atmosphere, many wrongly assumed the Messiah would overthrow Rome, and so were disillusioned with Jesus because of this.
As for "Christianity", the first Messianic Jews and believing gentiles generally called themselves "The people of the Way", or something like that. It wasn't until later in history that someone coined the term, "Christian", which was at the time a vaguely diminutive term for "Little Christs", but the term caught on eventually.