The OT tells us he will come and the NT tells us what he said when he had come.
More importantly the OT tells us the New Covenant will not be like the Old.
Jeremiah 31:31-34King James Version (KJV)
31 Behold, the days come, saith the Lord, that I will make a new covenant with the house of Israel, and with the house of Judah:
32 Not according to the covenant that I made with their fathers in the day that I took them by the hand to bring them out of the land of Egypt; which my covenant they brake, although I was an husband unto them, saith the Lord:
33 But this shall be the covenant that I will make with the house of Israel; After those days, saith the Lord, I will put my law in their inward parts, and write it in their hearts; and will be their God, and they shall be my people.
34 And they shall teach no more every man his neighbour, and every man his brother, saying, Know the Lord: for they shall all know me, from the least of them unto the greatest of them, saith the Lord: for I will forgive their iniquity, and I will remember their sin no more.
Jesus knew the new Covenant would be people who lived as he did.
By the power of the truth about Jesus and the baptism of the Holy Spirit who brings life to all believers.
The first believers believed what the Disciples taught about Jesus Christ.
Acts 10:35-45.
We see Peter tell everyone about Jesus Christ and they believe and receive the Holy Spirit. The Spirit is the power of God in the believer to live as Christ. To know God and to be part of Gods Kingdom. It is a reality which means not a written covenant but a living covenant of power in Gods people to be the people and more importantly the Children of God.
It appears many have lost sight of the truth. Gods people are people of power and whose love comes from God himself.
John 4:19 The woman saith unto him, Sir, I perceive that thou art a prophet.
20 Our fathers worshipped in this mountain; and ye say, that in Jerusalem is the place where men ought to worship.
21 Jesus saith unto her, Woman, believe me, the hour cometh, when ye shall neither in this mountain, nor yet at Jerusalem, worship the Father.
22 Ye worship ye know not what: we know what we worship: for salvation is of the Jews.
23 But the hour cometh, and now is, when the true worshippers shall worship the Father in spirit and in truth: for the Father seeketh such to worship him.
24 God is a Spirit: and they that worship him must worship him in spirit and in truth.
25 The woman saith unto him, I know that Messias cometh, which is called Christ: when he is come, he will tell us all things.
26 Jesus saith unto her, I that speak unto thee am he.
What a person believes in their heart decides what the person will receive.
Christianity is not a mere matter of words but power and change in the persons life.
For myself personally, it is a journey and everyone reaches each milestone by the grace and glory of God manifested in his truth through the Prophets to the final words of Christ himself.
It is a harsh realisation for some that Jesus is the way his life the example and that every believer like Jesus should have power in their lives. But the atheist has nothing but the bitter knowledge that they lock themselves out of all the things they need and that would help them live life in fullness here knowing of the better hope to come.
I believe Jesus is the Son of God. I believe God is faithful and that the New Covenant is about the inner man changing by the power of Gods truth and Spirit.