John the Baptist recognized Jesus as the Messiah when he saw the Presence of God’s Holy Spirit descend on Jesus at His baptism (Jn 1:32–34). Throughout the ministry of Jesus the power of the Spirit was present with Him. One of Jesus’ closest disciples, Simon Peter explains this when talking to Cornelius and those gathered at his home.
Acts 10:37-38 37 You know the events that took place throughout all Judea, beginning from Galilee after the baptism that John preached: 38 how God anointed Jesus of Nazareth with the Holy Spirit and with power, and how He went about doing good and healing all who were under the tyranny of the devil, because God was with Him.
God the Father was with Him [Jesus], by the power and Presence of the Holy Spirit. Every time Jesus healed someone, every time Jesus cast out a demon, every time Jesus taught, the power and the Presence of the Holy Spirit was pouring out of Him! But something bigger was on the way. On the night of the ‘last supper’ - just before going to the cross - Jesus spoke of the Holy Spirit saying,
John 14:26 But the Counselor, the Holy Spirit, whom the Father will send in My Name, will teach you all things and remind you of everything I have told you.
The Holy Spirit would empower followers of Jesus…to follow Jesus and carry His life-changing message to the world. After Jesus’ resurrection from the dead, and just before ascending to heaven, Jesus told His disciples:
Acts 1:8 But you will receive power when the Holy Spirit has come on you, and you will be my witnesses in Jerusalem, in all Judea and Samaria, and to the ends of the earth.”
The Holy Spirit is the truth, who teaches and empowers us to live and share the truth about Jesus. The Spirit also convicts the world of sin, what is right, and of judgment to come (Jn 16:8).
All the teachings and miracles of Jesus - from the time of His baptism to the time of His crucifixion, followed by the Holy Spirit’s indwelling & empowering of believers, are exhibit A, B, & C that Jesus is the Son of God.