Jesus is a person who lived c2,000 years ago and who Christians believe to be the Son of God/the Second person of the Trinity. The proof that he lived is actually quite strong, the question of being the Son of God perhaps more contested.
Christians believe that Jesus is fully human and fully divine. As with the Trinity, as soon as you try to describe how this works you fall into heresy, either by overemphasising Jesus humanity, or his divinity, at the expense of the other. The study of this is known as Christology.
The kind of questions that are raised by this add into the mix the question of how much Jesus himself knew, and when. For example, if Jesus had all the attributes of God then he would have known that the resurrection would have followed the crucifixion, and the might have been less need to agonise over it (although the pain may still have been real). However, if he did not know, why not? God could of course have chosen not to know – but you can see that it gets complicated! There are also questions about when Jesus became aware of who he was (if indeed he did), but these are all speculations with no answer.
Jesus importance is that he atones for our sins; this will be the subject of a separate post, but in this post I will conclude by saying that Irenaeus explains the need for Jesus to be fully human and fully divine by saying (in other words) that if Jesus is not God he cannot save us, but nor can he represent us (and hence save us) if he is not fully human.