Why are some Old Testament prophecies so perplexing? And why did many of the Jews in New Testament times refuse to believe that Jesus was the Messiah spoken of in those prophecies?

Some Old Testament prophecies are difficult to understand because they contain, within one prophecy, information relevant to both comings of Christ. The Old Testament prophets did not see the long church age separating the two comings. More specifically, they did not see the two comings with clear understanding.

In 1 Corinthians 2:9 Paul quoted Isaiah, who admitted he did not understand all that God had in store for mankind. Then Paul added, "But God hath revealed them unto us by his Spirit" (verse 10 ᴋᴊᴠ). Thus New Testament prophecies often clarify the end-times prophecies of the Old Testament.

And that is why they should be studied together.

The fact that the two comings of Messiah were inadvertently perceived as one event explains why so many Jews did not accept Jesus as their Messiah. They took Jesus' promises to overcome the world (promises that apply to His second coming) and applied those promises to His first coming. The major reason they rejected Jesus was not because He was not the most incredible miracle worker ever or the greatest teacher ever. It was because He had not thrown off the shackles of the Roman dictators.

They wanted Him to free Israel, but He came instead the first time to suffer for their sins, die on the cross, and rise again—to pave the way for spiritual freedom and eternal life. 

We who live in the church age have the benefit of looking back and seeing that some prophecies were fulfilled in Christ's first coming, and others won't be fulfilled until His second coming.

If we see the key prophecies of Jesus' two comings as mountaintops and other events like the church age and the Tribulation period as valleys, then much of what we read in Bible prophecy becomes clearer. 

All the major prophets and nine of the minor prophets emphasize the kingship of Christ in their prophecies. That's what confused the religious leaders of Christ's day. But today, in hindsight, we can separate the prophecies of the first coming from those of the second coming. That is appreciated most when you study the prophecies in the light of the above chart.

This understanding will help you to become "a workman that needeth not to be ashamed, rightly dividing the word of truth" (2 Timothy 2:15 ᴋᴊᴠ) about the prophetic future.

Adapted from Charting the End Times by Tim LaHaye and Thomas Ice