The Messiah's reign and Lordship is established in the Tanach and summarized best by verses from the New Testament (ha'berit ha'khadashah, הברית החדשה):

Acts 10:43 "To him give all the prophets witness, that through his name whosoever believeth in him shall receive remission of sins."

All the prophets bear witness of the Messiah, now lets take a look at the prophet Daniel.

Dan7:13-14 I saw in the night visions, and, behold, one like the Son of man came with the clouds of heaven, and came to the Ancient of days, and they brought him near before him. And there was given him dominion, and glory, and a kingdom, that all people, nations, and languages, should serve him: his dominion is an everlasting dominion, which shall not pass away, and his kingdom that which shall not be destroyed.

This is Obviously the Messiah whom the prophet Daniel is talking about. The Messiah shall come and be anointed by God, and all the nations will serve him. The problem is that some do not believe Yeshua is God because he is anointed by God, how can this be? The answer to this question is in Pslams (תהלים):

Psa45:6-7 Thy throne, O God, is for ever and ever: the sceptre of thy kingdom is a right sceptre. Thou lovest righteousness, and hatest wickedness: therefore God, thy God, hath anointed thee with the oil of gladness above thy fellows.

If you read closely, in the Hebrew, it calls both the person who has this eternal throne God as well as saying that God your God has anointed you. There are also several other places in the Tanach which say the angel of HaShem as being God, or just HaShem see the following references:

Exodus3:2, Genesis 22:15-16, Judges 2:16, 6, 13:22, etc.

Even Isaiah said that he saw HaShem even though HaShem told Moshe that no man could see him alive! How is this possible if this were anyone else besides the Messiah Yeshua.

The writers of the dead sea scrolls also concluded that the messiah would be both God and man (see 11Q13) which was a few hundred years before Yeshua,s birth in Bethlehem. These two verses say that the Messiah will reign forever and Psalms 110 says the Messiah will also be a high priest forever. In order for this to be true, a few things must be true of the messiah:

1) The Messiah will not set up his kingdom until after the resurrection.

2) The Messiah is subject to death on his first coming.

Since all men's kingdoms eventually end and all men eventually die, the messiah must be different. The Messiah will be resurrected and never die and his kingdom will be established forever where all the nations will serve him. For all of this to happen, the Messiah must come twice, first to fulfill prophecy (Isaiah 53) and to fulfill the Torah of God (Matthew 5:17) and second to establish his kingdom forever and ever.

Even the Zohar (the 'Splendor', the Zohar contained a Kabalistic explanation of the Torah that purported to reveal all the 'secret meanings' underlying the peculiar phrases and words of the holy text), teaches that the messiah would come twice, it says "the messiah will be carried up to heaven in that pillar of fire and receive there power and dominion and the royal crown. When he descends the pillar of fire will again be visible in the eyes of the world and the messiah will reveal himself and the mighty nations will gather around he and he shall declare war against all the world."

In conclusion, the Messiah will not set up his kingdom until after the resurrection which is precisely why Yeshua was able to come the first time to accomplish the suffering described in Isaiah 53, and ascend into heaven, then wait until it is time for him to return.