We knew Jesus would come long before He arrived. In fact, the Old Testament is riddled with prophecies about the coming of the Messiah and all the prophecies were fulfilled by Jesus when He came. The prophecies include that Jesus would be the begotten Son of GOD, that He would be born of a virgin, that He would be born in Bethlehem and be called a Nazarene, a messenger would prepare the way for His arrival (John the Baptist). that He would speak in parables, a massacre of children would happen in His birthplace, He would heal the broken hearted, He would be descended from Abraham, He would be falsely accused and the list goes on. Isaiah 53:12 even says He would be crucified with criminals even though the book of Isaiah was written about a thousand years before Christ and long before the method of crucifixion was ever devised. For a more complete list, visit this Site, http://christianity.about.com/od/biblefactsandlists/a/Prophecies-Jesus.htm

What this tells us is that GOD already knew, in HIS infinite wisdom, how to provide an escape clause for us as soon as Adam and Eve sinned. He even went so far as to give us a clue on what would be required and how we would be saved in the book of Exodus when HE gave instructions to the Israelites on how to be saved from the angel sent to kill the first born of all of Egypt. The Jews were to take the blood of a lamb and mark their door frames with it so that the angel of death would pass them by. Jesus is often referred to as the "Lamb" in the Bible and through His blood, we are saved. GOD also told the Israelites that they were to stay indoors that night and not even look outside. Basically they were to trust in GOD and have faith that the LORD would deliver them that night. So GOD told us long before Christ, what we need to do to be reconciled with HIM. Through the blood and sacrifice of the "Lamb", Jesus Christ, we are enabled to be saved. All we need to do is trust and have faith.