Jesus proved to John that he was the Messiah by curing the disabled, men with evil spirits etc.. He also proved that he was the Messiah when he went to the synagouge, he stood up to read a scripture  from the book of the prophet Isaiah. he unrolled the scroll and found a scripture which was written, "The spirit of the Lord is upon me, because he has chosen me to bring good news to the poor. He has sent me to proclaim liberty to the captives and recovery of sight to the blind, to set free the opressed and announce that the time has come when the Lord will save his people."