A Dead Messiah Is No Messiah
To summarize, at the very very minimum, the earliest Christians believed that Jesus was the Messiah (Christ) predicted in the Old Testament. However, the Messiah was not a metaphorical concept in 1st Century Judaism.
There was controversy about his exact role. However, everyone seemed to agree that he was a human king who would 1) conquer Israel's enemies, 2) become king of the world, 3) lead the whole world to worship Yahweh. This was such a literal belief at the time that it caused a degree of political upheaval in 1st Century Palestine.
As you can see, it is pretty hard to vanquish Israel's enemies and rule the world when you are dead. This is why the concept of a "dead Messiah" is absolutely contradictory. It's about as contradictory as saying "Barack Obama is President but is also dead."
This is why Christianity didn't start when Jesus died. The death of Jesus was immensely disappointing to his followers, who believed he was the Messiah. It pretty much smashed all the hope they had of him rescuing their nation from Roman occupation, or anything else associated with being the Messiah.
Christianity didn't actually start until Jesus rose from the dead. The resurrection of Jesus was a very unexpected surprise which reversed this disappointment.
Stop Right There...
Most people (including myself) don't appreciate the full weight of this fact I just said.
Let it sink in for a moment...
All of Jesus disciples were obviously hugely discouraged from the death of their best friend. Who wouldn't be?! Furthermore, he wasn't just their best friend, he was their king and rescuer. His death would be a pretty tough emotional blow to take.
But for some odd reason. All of this disappointment just vanished 3 days after he died. It reversed into absolute excitement that Jesus was now alive. This led to very enthusiastic preaching of his resurrection throughout the Roman world.
Let me ask you. What would it take to convince you that your best friend rose from the dead, after being depressed about it for a day and a half or so? What would it take to convince ten of your other friends of the same thing at the same time?
Quite a lot I might imagine. Which is what makes this situation so peculiar...and a strong evidence for the resurrection as well.
Second Coming Predictions: An Important Comparison
Lots and lots of Christians have become convinced that Jesus was going to come back within a certain time frame. When this prediction failed, extreme disappointment ensued. This resulted in them twisting the meaning of their predictions to fit the uneventful situation they were facing.
We do find them adjusting the meaning of the prophecy to fit their circumstances. However, we do not find them adjusting their circumstances to fit the prophecy. Meaning, they did not come to believe that Jesus actually descended from heaven in flaming fire to judge His enemies.
Extreme anticipation of the Second Coming of Jesus does not cause hallucinations of his descent from heaven, nor does it develop the belief that he actually did come back. It only causes them to readjust their interpretation of the prophecies.
This is analogous to the resurrection of Jesus. Even if the disciples had an extreme anticipation of his resurrection (they actually didn't), this would not be enough to convince them he actually did rise from the dead. You can't believe so hard you start seeing things like they are real.
This is why it's so unusual, and so powerful, that all the disciples came to believe Jesus rose from the dead after he had died.
There is a group of Orthodox Jews who hold that Rabbi Menachem Mendel Schneerson is the Messiah. The problem is that Rabbi Schneerson died in 1994. However, orthodox Jews are keenly aware that he cannot actually perform the functions of the Messiah while dead. This is why many of them anticipate his future resurrection, in which he will be revealed as the Messiah.
The interesting thing is that their mere heartfelt anticipation did not engender a seismic change in belief 3 days after his death that he was somehow alive once again.
The fact that the disciples came to believe Jesus was the Messiah who resurrected, despite their grieving, is strong evidence for the resurrection. While it's not a "knock down" argument, one needs an explanation for how 11 men suddenly came to believe that their best friend who had been executed by the Romans had conquered death itself.