(Waving hand wildly)…I know the (Christian) answer! I don’t agree with it of course, but I know what the usual reply is, when asked why Jesus did not usher in universal peace (which was what the Messiah was supposed to do more than anything else).
The usual reply is, “Well, when someone accepts Jesus as their Savior, they have inner peace, and so that is how he ushered in universal peace”. (Which sounds nice, except that it does not fit with the prophecies.)
I’ll tell you how the second coming idea came to be…it actually comes from a Jewish source originally, just tweaked a bit.
In the Zohar (part of the Kabbalah, which is Jewish mysticism), it speaks of TWO Messiahs to come to the Jewish people. The first messiah would be one who would fight for the Jewish people, and die in battle (this is Messiah ben Joseph).
The second would come much later, and would be the one to usher in universal peace (this is Messiah ben David).
What the Christians did (since most of them were Jews originally) was change that from two messiahs coming once each, to one messiah who comes twice. They probably saw Jesus as fitting that prophecy, since he was supposed to be of the line of King David, and his father was Joseph. Plus, he died the “first” time around.