What is this Kingdom? (Mark 1:14-28)

When we think about a kingdom or a king there is an image that we have in our mind.  We can be disappointed with the Israelites and even the gentiles who should have seen Christ and known Christ.  Our problem as humans is that we think we know better than we really do and we think we know more than we really do.  What do we see about Christ that is so contrary to our expectations?  How does Christ assure us that He really is sovereign and powerful?