The Messiah would come riding on a donkey
In the Talmud, b. Sanhedrin 98a, the question is posed that there seem to be two descriptions of the Messiah in the Hebrew Bible:
R. Joshua opposed two verses: it is written [in Daniel 7:13], And behold, one like the son of man came with the clouds of heaven whilst [in Zechariah 9:9] it is written, [behold, thy king cometh unto thee . . .] lowly, and riding upon an ass! — if they are meritorious, [he will come] with the clouds of heaven; if not, lowly and riding upon an ass.
Zechariah 9:9 was therefore understood messianically. According to this Talmudic discussion, if we are worthy, the Messiah will come in the clouds. But if we are unworthy, he will come riding on a donkey. In other rabbinic conversations, some say the Messiah will come when all Israel repents and proves their worthiness; others, when all Israel observes one Sabbath together. Until that happens, we cannot expect the Messiah.
But this misses half the messianic message. There is in fact a scriptural picture that the Messiah will come “with the clouds of heaven,” in a visible and exalted way. But another portrait says that the Messiah will come in order to die as the atonement for our sins—for none of us are worthy. Based on Yeshua’s own words, believers in him understand that his first coming was meant to provide an atoning death, and that he will return another time “in glory.”
In ancient times, dignitaries would ride donkeys in civil processions, and horses in military ones. A king arriving on a donkey would indicate that the person was on a peaceful mission, not one bent on military conquest. Whatever one makes of the rabbinic ideas about the Messiah, Yeshua’s coming on a donkey shows his humility – and maybe, in keeping with the rabbinic understanding, even our own unworthiness! But Yeshua came exactly so that God’s grace could redeem us even in our most unworthy moments.