They almost had it right in Israel outside of Jerusalem when they cried "Hosanna"(hebrew for "Save Now") while Jesus rode in on the donkey. They recognized his identity as he came in on the donkey that day fulfilling both the prophecy of Zec. 9:9 & the prophecy of Daniel 9:25.
They knew who he was but they missed what he came to do.
We know from their own teachings that they expected the messiah to be a political hero. So we should be able assume that for the most part they only expected a political salvation and the comforts, peace, and prosperity that came with such a salvation.
Even His closest disciples, expected Him to be there to set up His kingdom and had no clue about what the cross was. Peter the one who made that great confession of Jesus' identity in Matt 16 also tried in that same chapter to rebuke the Lord for talking about dying on the cross.
Point of Application:
Though we may have a great knowledge of Jesus and His identity, we may be like Jesus' disciples that day outside Jerusalem. We praise Him and proclaim His Lordship, yet we are missing out on the plan He has in mind, because we only want Jesus on our terms and for our own comforts.
I believe that God wants to in a way have a triumphant entry in His Church. But not to make a politically strong or just simply give us an experience. He wants to deal with our hearts and sin in a definite way. Are we ready to call out Hosanna (Save Now) on His terms? And for Him to do the work He wants
