Can anyone quote from the bible Jesus' words where He DID claim to be the Messiah?
Indeed we can. Multiple times, in fact.
"He said to them, 'But who do you say that I am?' Simon Peter replied, 'You are the Christ, the Son of the living God.' And Jesus answered him, 'Blessed are you, Simon Bar-Jonah! For flesh and blood has not revealed this to you, but my Father who is in heaven. . . . Then he strictly charged the disciples to tell no one that he was the Christ" (Matt.16:15-17,20)
"Again the high priest asked him, 'Are you the Christ, the Son of the Blessed?' And Jesus said, 'I am, and you will see the Son of Man seated at the right hand of Power, and coming with the clouds of heaven'" (Mark 14:61-62).
"The woman said to him, 'I know that Messiah is coming (he who is called Christ). When he comes, he will tell us all things.' Jesus said to her, 'I who speak to you am he'" (John 4:25-26).
Those are the three I remember off the top of my head. There are also numerous times where someone else declares Jesus to be the Messiah (or the Christ, which is simply the Greek equivalent) and Jesus makes no further comment, and all the times that Jesus declares himself indirectly to be the Messiah when he says that various Old Testament scriptures are referring to himself, and all the apostolic authors who declare him to be Christ after the fact, as it were. However, he does refer to himself as the Messiah directly, at least those three times.
Was I was playing devils advocate with the question; hoping that folks would pile on with the answers?