Did Jesus say he was not the Messiah?
No Jesus did not say that he was not the Messiah. On the contrary, he confessed that he was indeed the Messiah.
Messiah means 'anointed' in Hebrew. The equivalent word in Greek is ‘Christ’. In John 1:41 we read, "He first found his own brother Simon, and said to him, "We have found the Messiah" (which is translated, the Christ).
The High Priest put Jesus on oath to confess that he was the Christ and condemned him to death on this basis.
To believe that Jesus is the Christ, is to believe that he is the promised Messiah.
John 20:30,31
I hope you find this helpful.
God bless,
Glenn