Revelation 1:4 says:
To the seven churches in the province of Asia: Grace and peace to you from him who is, and who was, and who is to come...Verse 8 continues with:
"I am the Alpha and the Omega," says the Lord God, "who is, and who was, and who is to come, the Almighty."Who is speaking here?
We see here the Alpha and the Omega is also He who is, who was and who is to come. The Alpha and the Omega are the first and the last, respectively, and this in reference to the Greek alphabet.
Isaiah (41:4) refers to God as the first and the last:
Who has done this and carried it through, calling forth the generations from the beginning? I, the LORD -with the first of them and with the last-I am he.As does Judaism in Josephus and Philo. Some Jewish teachers came to call God the 'Aleph and the Tav, the first and last letters of the Hebrew alphabet.
Revelation 21:6 says:
He said to me: "It is done. I am the Alpha and the Omega, the Beginning and the End. To him who is thirsty I will give to drink without cost from the spring of the water of life.Who is speaking here?
Verses 12-13 continue with:
Behold, I am coming soon! My reward is with me, and I will give to everyone according to what he has done. I am the Alpha and the Omega, the First and the Last, the Beginning and the End.Who is coming soon? Who is the Alpha and the Omega, First and Last, the Beginning and the End?
Verse 16 continues with:
I, Jesus, have sent my angel to give you this testimony for the churches. I am the Root and the Offspring of David, and the bright Morning Star.Hmm. "I, Jesus..."
Verse 20 continues with:
He who testifies to these things says, "Yes, I am coming soon." Amen. Come, Lord Jesus.The Bible refers to both God and Jesus as the Alpha and Omega, the First and Last and the Beginning and the End. And now we know what the Alpha and the Omega meant to the audience of the time.
In addition to what I previously posted, here are two more sites supporting my position:
New Advent on the First and Last.
The Jewish Encylcopedia on the Alpha and Omega.