This outcry of Jesus are the very first words of Psalm 22 and that is very important. Psalm 22 is part of the Old Testament and is the word of God. The Old Testament was the only word of God that they had up until that time. Many of the people looking on at Jesus dying on the cross were Jews and were very familiar with the Old Testament scriptures. Their scriptures at that time did not have chapter numbers and verse numbers. This is the key to understanding this passage. If you were speaking to a group of people and wanted to refer to a section of scripture you would always start out by quoting or reading the first verse of that section so that everyone would know which section you were talking about. So Jesus on the cross cries out, "My God, my God, why have you forsaken me?" Immediately all those standing and looking and listening to him who are familiar with the scriptures know which Psalm of David Jesus is quoting. But Jesus is not merely quoting that verse, he is drawing attention to the fact that that verse and the entire chapter is at that very moment being fulfilled right now before their eyes and ears. He is desperately even at the very end of his life pointing out to them that he is their savior and Lord and is fulfilling all scripture as you can plainly see in Psalm 22:1-31.
1-8 My God, My God, why have You forsaken Me? Why are You so far from helping Me, And from the words of My groaning? O My God, I cry in the daytime, but You do not hear; And in the night season, and am not silent. But You are holy, Enthroned in the praises of Israel. Our fathers trusted in You; They trusted, and You delivered them. They cried to You, and were delivered; They trusted in You, and were not ashamed. But I am a worm, and no man; A reproach of men, and despised by the people. All those who see Me ridicule Me; They shoot out the lip, they shake the head, saying, "He trusted in the LORD, let Him rescue Him; Let Him deliver Him, since He delights in Him!"
This is amazing because the people at the crucifixion of Jesus actually yelled out these very words.
9-13 But You are He who took Me out of the womb; You made Me trust while on My mother’s breasts. I was cast upon You from birth. From My mother’s womb You have been My God. Be not far from Me, For trouble is near; For there is none to help. Many bulls have surrounded Me; Strong bulls of Bashan have encircled Me. They gape at Me with their mouths, Like a raging and roaring lion.
Above we see that in the psalm he is saying that even from birth he belonged to God the Father. And he refers to the people who were yelling at him. The following is a description of what it is like to be crucified.
14-18 I am poured out like water, And all My bones are out of joint; My heart is like wax; It has melted within Me. My strength is dried up like a potsherd, And My tongue clings to My jaws; You have brought Me to the dust of death. For dogs have surrounded Me; The congregation of the wicked has enclosed Me. They pierced My hands and My feet; I can count all My bones. They look and stare at Me. They divide My garments among them, And for My clothing they cast lots.
The roman soldiers at the very time when Jesus was on the cross were gambling for ownership of his clothes since he had a robe that was all one piece and that was valuable at that time.
19-31 But You, O LORD, do not be far from Me; O My Strength, hasten to help Me! Deliver Me from the sword, My precious life from the power of the dog. Save Me from the lion’s mouth And from the horns of the wild oxen! You have answered Me. I will declare Your name to My brethren; In the midst of the assembly I will praise You. You who fear the LORD, praise Him! All you descendants of Jacob, glorify Him, And fear Him, all you offspring of Israel! For He has not despised nor abhorred the affliction of the afflicted; Nor has He hidden His face from Him; But when He cried to Him, He heard. My praise shall be of You in the great assembly; I will pay My vows before those who fear Him. The poor shall eat and be satisfied; Those who seek Him will praise the LORD. Let your heart live forever! All the ends of the world shall remember and turn to the LORD, And all the families of the nations shall worship before You. For the kingdom is the LORD’s, And He rules over the nations. All the prosperous of the earth shall eat and worship; All those who go down to the dust shall bow before Him, Even he who cannot keep himself alive. A posterity shall serve Him. It will be recounted of the Lord to the next generation, They will come and declare His righteousness to a people who will be born, that He has done this.
Now this is truly amazing especially when you consider that Psalm 22 was written by David around 600 B.C. David actually prophesied the very words that would come out of the bystanders mouths, he prophesied a description of Jesus’ crucifixion, and he prophesied the gambling for his clothes and even being born again of the Spirit.
Now here is Jesus on the cross 630 years later crying out, "My God, my God, why have you forsaken me?" Jesus is not confused, he has not lost his faith, nor is he attempting to gain pity from the crowd. He is crying out for people to take notice that all the things David wrote about in Psalm 22 are being fulfilled right before their very eyes. Jesus is proclaiming that he is the Messiah and Lord right up to the very end, even on the cross.