Jesus came here as an ambassador of The kingdom of heaven. The assumption that he was a divine being, a Son of God, would lead us to believe that he existed before coming here. He was not a Christian; Christianity arose around the fact of Jesus' life on this world. Neither was he a Jew. He was raised as a Jew but had he been a devout Jew (in the sense of the Jewish beliefs and practices of his day) he would hardly have been crucified as a heretic and law-breaker. The Urantia Book defines religion in many ways but I like this one:
The religion of Jesus, then, is his whole life, his philosophy of living, the way he lived and the way he treated others with love, respect and dignity. He showed us how to live in grace and in accordance with God's will. He showed us the real meaning of devoted and religious living. Religion is so much more than just the church or organized religious sect you belong to. To understand what is meant by "the religion of Jesus" one must expand one's own concepts of the word "religion."
In its true essence, religion is a faith-trust in the goodness of God.(2:6.1)
The "good news" of Jesus' religion is simply the fact of the Fatherhood of God and the brotherhood of man. And when a person grasps this great truth—that s/he is a beloved child of God, and as a result, s/he is a sibling to every other person on earth, then that person is empowered to live as Jesus lived, and is forever liberated from having to conform to crystallized dogmas, but instead, is liberated to live a life of freedom and originality before God, relying solely on the guidance of the fragment of God that indwells the mind and soul. This is the way that Jesus lived, and it constitutes his religion, which is also termed the religion of personal spiritual experience—i.e., personal experience with God and his goodness, relying only on that inner fragment of God that indwells the mind and—when allowed—informs and guides the individual to that life of freedom and originality. Jesus transcended the stultifying religions of his day and time, and his religion is still a mighty force that, when practiced, can lift the believer onto new heights of assurance and certainty about God, whether churched or unchurched.
Thanks so much for this question; I hope that my reply has been helpful.