While many looked forward in faith to the coming of the Messiah no one really followed Him until He began His earthly ministry. He had disciples then but the Church was really born at Pentecost with the outpouring of the Holy Spirit. Unless a man was born again He could not see, perceive or take part in the Kingdom of God. We could not be born again until Jesus Himself paid our sins and applied His blood at the mercy seat of heavens temple.
It wasn't till later the term Christian or follower of Christ was coined and that is the root or beggining of the word Christianity.
Act 11:26 And when he had found him, he brought him unto Antioch. And it came to pass, that a whole year they assembled themselves with the church, and taught much people. And the disciples were called Christians first in Antioch.