This question can be logically answered in the Word of God. When Christ was teaching he told the people to "Search the scriptures; for in them ye think ye have eternal life: and they are they which testify of me" (John 5:39)."The Jews considered that eternal life was revealed to them in their Scriptures, and that they had it, because they had the word of God in their hands. Jesus urged them to search those Scriptures with more diligence and attention....They did indeed search the Scriptures, but it was with a view to their own glory..." (https://www.biblegateway.com/resources/commentaries/Matthew-Henry/John/John-5-39-44).
They searched but, because they were seeking "their own glory", they could not then and do not to this day see Jesus Christ as the messiah. On the surface, that is what this scripture is referring to, the religious Jewish authorities questioning His claim to be the Messiah.
But there is a message here that goes deeper than this. The message is for all Christians, from the apostolic period up to and including the present. When Jesus taught He did teach what is recorded in the New Testament. But, the New Testament had yet to be written. The scriptures He was referring to, where Jesus always taught from, came from the Old Testament. Jesus said that these books testify of Him.
