Matthew 16:13-17 >
"Whom do men say that I the Son of Man am?"
Son of Man > Jesus is the Son Man. Interestingly, Jesus is the only one who called himself the "Son of Man". 81 times in the 4 Gospels Jesus is the "Son of Man". And only once does another person make a reference to Jesus calling himself the "Son of Man". It is a title that Jesus claimed for Himself because of its amazingly rich prophetic meaning.
From Genesis 3:15 we receive the idea of Jesus becoming the Son of Man when God promises that the "Seed of the Woman" will crush the head of the serpent, Satan. "Having received this promise, the human race awaited the seed of the woman, the Son of the woman; that is, the "Son of Man". It is therefore understood that the term was meant to indicate that the future Savior, the One who would crush the head of the serpent, would be the son of the woman who conceived without a male; that is, the son of one human being. This is saying that a "Man", or more to the point, "The Man" will come sometime in the future born of a Woman without the seed of a man, born of a virgin.This promise, prophecy, of a Man, or rather, "The Son Of Man" coming as a Savior and a Redeemer, became known as the "Expectation of the Nations". The Son of Man would be the Messiah of the whole world. Jesus, took this title, "Son of Man" and made it His primary identity. He was the "Expectation of the Nations". He was the One that God was speaking of that would be born of "The Virgin". Daniel the Prophet speaks of the Son of Man coming with clouds of heaven to the Ancient of days(Father God) and being given an eternal kingdom(7:13,14). And Daniel reveals that the fourth "man" in the fire with the "three Hebrew Boys" had the form like the "Son of God"(3:25). St John in the book of Revelation reveals that the "Alpha and the Omega", Jesus, is the "Son of Man"(Rev. 1:12-18).Each time Jesus called Himself the "Son of man" he was saying "I am the man you've been looking for". Psalm 80:17 says, "Let Thy right hand be upon the man of Thy right hand, upon the Son of Man...".
Christ > Jesus is the Christ. Christ is from the Greek and means the Anointed One. Messiah is from the Hebrew and means the same thing, "The Anointed One". Christ and Messiah both refer to Jesus and to the fact that He is the promised "Anointed One" that the Old Testament Law and Prophets foretold would come into the world, born of "The Virgin".
Son of God > Peter then reveals in his confession of faith that Jesus is not only the Christ, but that He, Jesus, is the "Son of the living God". Jesus is the Son of God. Peter reveals that the promised Messiah was to be divine. In Matthew 3:13-17(Christ's Baptism) and Matthew 17:1-8(Christ's Transfiguration) we see Jesus called by God from heaven, "My beloved Son". Note that in these two events that the "Trinity" is revealed, Father, Son, and Holy Spirit. Jesus was given His Name by God through the angel Gabriel, Matthew 1:21-25. Jesus means Savior. And Matthew also says that this Virgin-born child shall be called Emmanuel which means "God with us".
Matthew 22:41-46 >
"What do you think of Christ? Whose son is he?"
Son of David > The term, "Son of David" was a title for the Messiah (Mark 12:35-37; Matthew 12:22,23). Jesus is called the "Son of David" 14 times in the New Testament. The angel Gabriel announced to Mary that Jesus, among many things, would be given "the throne of David...and of His kingdom there shall be no end"(Luke 1:31-33; Psalm 132:11). And since Jesus is the "Son of David" he is also the "King of the Jews"(Matthew 2:2; 27:11).
Lord > Jesus asks the Pharisees, "What do you think of Christ, whose son is he?" They answer, The son of David. Jesus then asks them, How can David call the son of David(the Messiah) Lord? And Jesus quotes Psalm 110:1, "The Lord said unto my Lord, Sit on my right hand until I make your enemies your footstool." Jesus then asks, If David calls him(the Son of David) Lord, how is He his son?" Jesus is telling them that the "Son of David"(the Messiah) is the Lord(God). Jesus is not only David's descendant, but He is also his pre-existing Lord. Jesus is also revealing that within God there is a plurality of persons; "The Lord said unto my Lord, sit at my right hand..." Take note, God is One, but God is not a monad, a single unit. In Genesis we read, "In the beginning God created the heavens and the earth(Genesis 1:1). Then in verse 26 we read, "And God said "Let us make man in our own image, after our own likeness." So we see that God(Elohim) speaks of himself in the plural. Also in Deuteronomy 6:4 we read, "Hear O Israel, the Lord our God is one Lord..." The oneness spoken of here is speaking of a compound unity(Achad-Hebrew). The Lord is not "one" in number(what would be the point in that assertion), but the Lord is "one" in unity. God is One Essence existing in three persons; Father, Son, Holy Spirit. The fact that Messiah should be both "God" and yet "sent by God" (as the Old Testament testifies) is a mystery unraveled in the revelation of the "Trinity". God is "One" existing in three persons.
I AM > Jesus identifies Himself as the "I AM". "I AM" is the name of God given to Moses by God Himself when Moses asked him, "Who should I say sent me?" (Exodus 3:14). To the Jews Jesus revealed that He knew Abraham and then said to them, "Before Abraham was, I AM"(John 8:58). Jesus made many "I AM" statements. I AM the Way, the Truth, and the Life"; "I AM the Good Shepherd"; "I AM the Light of the world"; "I AM the Door"; "I AM the True Vine"; "I AM the Resurrection and the Life"; "I AM the Alpha and the Omega".