Throughout Scripture, the promised Jewish Messiah (Mashiakh) was prophesied to be an anointed triune: Prophet, Priest & King in one perfect man (we see this perfected in the Trinity: Father, Son, Holy Spirit). Jesus fulfilled this as a Jew – and indeed as the perfect, spotless, divine Almighty God Himself in human form, so there could be no mistake as to who this Messiah is!
Jesus’ proclamation that Salvation comes from the Jews is kind of a self-referencing play on words, actually. Jesus is a Greek form of the word Yehoshua or Yeshua, which means “God’s Salvation” and was meant to show (for all time) from whence God’s Salvation would come…not from the nations (pagans, Greeks, Romans, Persians, etc.) but from the Jewish people – and (inferred from the word play) ultimately from Jesus himself!
In reference to another post: Indeed, those who call themselves “Jews” but do not adhere to God’s Law to perfection (highly improbable: “Lest you have the righteousness of the Pharisees, you cannot enter the Kingdom of Heaven…”) or have not accepted Jesus (Yeshua) as savior are doomed. It is for salvation “of the Jews first” (see St. Paul’s epistle to the Romans) that Jesus Christ came and offered himself as the perfect atonement for sins according to God’s Perfect Law. In a similar vein, those who call themselves by Christ’s name – “Christians” – but do not follow Christ’s commandments are in the same boat as these unbelieving Jews. We see this played out in Jesus’ discussion of the final judgment (Matt. 7:21-24). To be Catholic or “Christian” (in its ultimate form) is to model Christ, obeying Him in thought, word, and deed.