I have heard Jews, Muslims and "Jehovah's Witnesses" ask this question - "If Jesus really is God then why didn't He just say, 'I am God'?" There's a good reason, if you think about it...
Can you imagine the confusion it would have caused in the Jewish culture if the Lord had just said "I am God"? At that time the doctrine of the Trinity (and thus the deity of the Messiah) was something they didn't grasp, although it was implied (indeed, sometimes even more than implied) in the Old Testament (e.g. Isaiah 9 v 6; Isaiah 61; Zechariah 12 v 10; Zechariah 14 v 3-4), and it appears some had an idea about the Messiah being divine (Mark 14 v 61-62).
If Christ had have made that unqualified statement that He was God then they would have had the idea that the Lord Jesus was claiming that God was no longer in heaven on the Throne of the universe, and would have seen it as something akin to the myths of the Roman gods coming down to earth. It would have conveyed a totally wrong idea about the Being of God. The Lord convinced people that He was divine, but they still recognised that God was in heaven. The Lord was (and is) fully God, but He was not the totality of God. This is seen in His statements to be the Son of God, which doesn't mean inferiority or that He came into existence, but rather that He has all the nature and attributes of God - all that God is, Christ is. The Lord, in His ministry and by His miracles declared and demonstrated that He had the attributes, ability and authority that are God's alone, and can't be communicated to any of His creatures. This led to people looking into the Old Testament Scriptures and seeing that the doctrine of the Trinity was there all along. The Lord knew what He was doing. The Trinity doesn't cause a problem, it solves it - without it the Old Testament doesn't make sense.
So why didn't He just say He was God? Because He wasn't going to leave people with the wrong impression. When we listen to His words and look at His life we get the right impression - He is the Son of God, essentially and eternally divine, sent by the Father to reveal God to man, and redeem man to God.
