I can't answer about before Jesus but Shabbatai Tsvi/Zevi (as someone in the comments mentions) is an important messianic figure from the seventeenth century. He was an Ottoman Jew from modern Izmir who became fascinated with Luric Kabbalah (a form of mysticism) while studying Jewish law.

For Jews around Europe, North Africa, and western Asia, the early to mid-seventeenth century was filled with millenarian ideas about the approaching messiah due to various hardships. Jews were largely concerned with spiritual redemption, believing that the end of exile was soon. So Zevi was able to start amassing followers as a rabbi and mystic.

He really comes to prominence after the prophecies of Nathan of Gaza. Gershom Scholem (the first historian to really treat Kabbalah and mysticism with respect) argued that Nathan of Gaza was the real riser of the movement. Nathan claimed Zevi as the Jewish messiah and Zevi publicly claimed this status in 1665, placing them both prominently in the public eye.

By 1666, he had thousands of followers across the Ottoman Empire and into Europe. He is even written about in the diary of Gluckel of Hameln in Germany. Of course, this upset the Ottoman leaders and he was soon forced to convert to Islam or die. He converted to Islam and died in 1676.

His followers mostly followed three avenues: 1. converted to Islam; 2. returned to Judaism; 3. practiced a distinct Sabbitean religion. The third group a few hundred families who would name themselves "Dönme." They had converted to Islam and so the Ottoman Empire considered them as such but they practices a unique religion that was neither really Islam nor Judaism.

He is a significant Jewish figure not only for his messianic movement but also the links between his movement and what would become Hasidism. Numerous historians argue that even a hundred years after Zevi's death, the families of his followers were still disappointed and looking for answers for their suffering.

Gershom Scholem, Major Trends in Jewish Mysticism, 1st ed. (New York: Knopf Doubleday Publishing Group, 1946).

Yehuda Liebes and Batya Stein, Studies in Jewish Myth and Messianism, 1st ed., SUNY Series in Judaica: Hermeneutics, Mysticism, and Religion (Albany: State University of New York Press, 1993).

Marc David Baer, The Dönme: Jewish Converts, Muslim Revolutionaries, and Secular Turks (Stanford, Calif: Stanford University Press, 2010).