Regarding whether the Messiah knows that he is the Messiah

Hello and blessings

It is not necessary that the Messiah knows that he is the Messiah before he is appointed to that by the Creator of the world.

Who is the true Messiah?

Rambam, Laws of Kings, chapter 11

6  Do not let it enter your mind that the king Messiah must perform signs and wonders, create new things in the world, or bring the dead back to life, and the like, as the fools say; that is not so--for Rabbi Akiva was a great sage among the sages of the Mishnah, and he was the arms-bearer of King ben Kozba, and he would say about him that he was the king Messiah. And he and all the sages of his generation thought that he was the king Messiah, until he was killed because of sins; once he was killed, it became known that he was not the Messiah, and the sages did not ask him for a sign or a wonder.

7  And the essence of the matter is as follows: this Torah will never have its statutes and laws changed, forever and for all eternity, and nothing is added to them or taken away from them; and anyone who adds or detracts, or who distorts the Torah and removes matters of mitzvot from their plain meaning--he is certainly a wicked person and an apikores.

8  And if a king shall arise from the house of David who studies Torah and occupies himself with mitzvot like David his father, according to the Written Torah and the Oral Torah, and compels all of Israel to walk in it and strengthen its breach, and fights Hashem's wars--he is presumed to be the Messiah: if he does and succeeds, and defeats all the nations around him, and builds the Temple in its place, and gathers in the dispersed of Israel--he is certainly the Messiah.

9  And if he has not succeeded until now, or was killed--it is known that this is not the one whom the Torah promised, and he is like all the complete, kosher kings of the house of David who died. And Hashem did not raise him up rather only to test many through him, as it is said, "And among the maskilim many shall stumble, to refine them and to purify and to whiten them--until the appointed time, for it is yet for the appointed time"

What will be at the coming of the Messiah

Rambam, Laws of Kings, chapter 12

4    And all these matters and those like them--no person will know how they will be until they happen: for they are sealed matters among the prophets. The sages too do not have a tradition regarding these matters, אלא according to the interpretation of the verses; and therefore they have disagreement about these matters. In any case, the arrangement of the occurrence of these matters and their exact details are not a fundamental principle of the religion.

5  And a person should never occupy himself with matters of the aggadot, nor should he dwell at length on the matters of the midrashim stated regarding these matters and those like them; nor should he make them the essential thing--for they do not bring one either to love or to fear. And likewise one should not calculate the end-times; the sages said, may the bones of those who calculate the end-times rot. Rather, he should wait and believe in the general matter, as we have explained.

Success,

Binyamin Shmueli