Both Matthew (27:46) and Mark (15:34) use Psalms 22:2: "My God, my God, why have You forsaken me?" as the last words spoken by Jesus from the cross. Why should Jesus have thought himself as separated from God at the very moment when, according to Christian theology, he was fulfilling God's plan?
It is certainly Questionable why the Jesus of Christian theology should have expressed this sentiment. Luke and John omit this cry in their crucifixion accounts, and instead, imply that Jesus himself was in complete control of the event. According to Luke, the final cry of Jesus was: "Father, into Your hands I commit my spirit" (Luke 23:46), words taken from Psalms 31:46. John also views the crucifixion not as an abandonment by God, but as the conclusion of Jesus' divine mission, in which he peacefully surrenders his soul to God: "He bowed his head and gave up his spirit" (John 19:30).
Some Christian commentators explain Jesus' feeling of abandonment, as recorded by Matthew and Mark, by claiming that he had in mind, not only the despairing words of verse 2, but also the trusting words with which this psalm ends. But this is conjecture on their part. What matters is that Jesus made use only of the opening words of the psalm, expressing despair, and failed to continue with the concluding words of the psalm, which are expressive of hope and trust in God.
Are we to believe that Jesus, who is supposed to be God's equal, and His only begotten son, fell into deep depression and anguish because God refused to help him in his hour of need? Wasn't his death essential for the reason Jesus supposedly became incarnate? Why should he offer prayers to be saved from a fate that he is knowingly supposed to endure in order to redeem mankind from the power of sin? How could Jesus have entertained the thought that God forsook him? If Jesus is who Christianity claims him to be then he knew that by his death mankind was given the only means of attaining salvation. If, as the Gospels assume, Jesus knew and predicted long in advance the events surrounding his death, and if these events were neither a surprise nor a defeat, but a working out of a divinely designed plan, what sense does it make for Jesus to complain: "My god, my God, why have You forsaken me?"
Earlier, in Gethsemane, Jesus is alleged to have prayed that God should spare him from having to undergo his bitter fate. However, Jesus added that not his will, but God's will, should be done (Matthew 26:36-45, Mark 14:32-41, Luke 22:41-44). Why did Jesus give vent to feelings of despair and failure while supposedly knowing that he was really acting out a preordained cosmic plan? It is said that he knew what was to occur: "From that time Jesus began to show his disciples that he must go to Jerusalem, and suffer many things from the elders and chief priests and scribes, and be killed, and be raised up on the third day" (Matthew 16:21; Mark 8:31; Luke 9:22); and "After this, Jesus, knowing that all things had already been accomplished, in order that the Scripture might be fulfilled, said: 'I am thirsty'" (John 19:28).
On the one hand, did Jesus have foreknowledge of events as the evangelists claim? On the other hand, in those last agonizing minutes on the cross, did he truly feel personally abandoned, his mission coming to grief as recorded by Matthew and Mark? If Jesus did feel abandoned, he could not be the Messiah that the New Testament authors believed him to be. If he were the Messiah, as envisioned by the New Testament, he would have known that the crucifixion was essential to his mission. Yet, if he knew this, he knew he wasn't abandoned, but was working out the divine plan. In that case, his words of despair were deceiving, something unbefitting the true Messiah.