Jesus’ disciples understood that he was the Messiah and he was not going to be the physical king of Israel, however the masses who welcomed him on Palm Sunday, saw him as a physical liberator of Israel from Roman control, not that he was the spiritual leader who brings us salvation of our souls.
At what point? Because he was crucified with "King of the Jews" on his cross, if I remember correctly. And didn't at least one apostle (I'm thinking John) ask "Who are you?" And Jesus reportedly replied, "Who do you think I am?" (or something along those lines.