In chapter 45 Isaiah uses very interesting wording describing Cyrus. In ESV (English Standard Version) we read: "Thus says the LORD to His anointed, to Cyrus" (v. 1). 

There are at least two very important things to notice here. First, we as Christians are used to the word anointed when it is spelled like Messiah or Christ. The word Christ means anointed. So, we can read the verse then as Thus says the LORD to His Christ - Cyrus. Cyrus was the king of Persian empire that took over the dominance of Babylonians. He was the one who released Jews from bondage of exile (apparently under supervision of God) and let them go back to Israel to re-build the Temple in Jerusalem. That's when the Second Temple period begins.     

But then comes another or second theological challenge - how can a king of Persia (native gentile) be a LORD's anointed? To solve this puzzle we actually need to go back in Biblical history to the prophet Elijah. In 1 Kings 19 he is told (commanded) by God to anoint a king over Syria (v. 15) - which make Hazael - technically speaking the very first messianic gentile figure. It is important because starting from now on God is going to claim not only Israel, but other countries as well - first Syria, then via prophet Jonah - Assyria, through conversion of Nebuchadnezzar (Dan. 4) to Cyrus who would permit and equip the restoration of true worship. 

Then we do not need to be surprised when Jesus comes as Messiah for Israel (we might remember this famous dialog with Canaanite woman, Mt. 15:21-28), but also as the Lord of nations, tribes, peoples and languages (Rev. 7:9).