In his book Early Judaism, Martin Jaffee writes:

The English word “Messiah” renders the Hebrew “mashiakh.” In it’s simplest meaning, it denotes “one who is anointed with oil.” More expansively, it identifies a person consecrated to a divinely appointed task. In the Torah of Moses, particularly in the book of Leviticus, this term is used frequently to describe Aaron, the officiating priest charged with conducting the sacrificial service in the Tent of Meeting.

In the priestly sense, the Messiah is the priest whose sacrificial service in accordance with Torah sustains the covenantal relationship between God and Israel. Messiah also refers to one anointed to serve as king over the Israelite people in its Land. The original anointee was Saul, the first man appointed as king over Israel.

1 Samuel 24:5

5 And it came to pass afterward, that David's heart smote him, because he had cut off Saul's skirt.
6 And he said unto his men, The LORD forbid that I should do this thing unto my master, the LORD'S anointed, to stretch forth mine hand against him, seeing he is the anointed of the LORD.
7 So David stayed his servants with these words, and suffered them not to rise against Saul. But Saul rose up out of the cave, and went on his way.

Here we read of David referring to Saul as למשיח יהוה (or the "Messiah of the LORD"). So, there can be a number of different individuals identified throughout history as a messiah (anointed). However, when you talk of THE Messiah you 

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