Everyone gets this WRONG. Jesus was doing something intentional.

When Jesus said "My God, my God, why hast thou forsaken me?" he wasn't wavering under intense agony. A first-century Jew knew exactly what he meant, but we have lost it today. In ancient times, before the chapter/verse numbering system we have today, that is the way you tell someone a scripture reference -- you quote the first line or first few words. This brings to the hearer's mind the entire passage. This is the first line of Psalm 22. So, Jesus on the cross, when he said "My God, my God, why hast thou forsaken me?" was actually saying "Psalm 22!" Let's read Psalm 22 together and discover the mind-blowing connections, discover what Jesus was pointing his hearers to.