And what did God do? First of all He left us conscience, the sense of right and wrong: and all through history there have been people trying (some of them very hard) to oeby it. None of them ever quite succeeded. Secondly, He sent the human race what I call good dreams: I mean those queer stories scattered all through the heathen relgions about a god who dies and comes to life again and, by his death, has somehow given new life to men. Thirdly, H selected one particular people and spent several centuries hammering into their heads the sort of God He was--that there was only one of Him and that He cared about right conduct. Those people were the Jews, and the Old Testament gives an account of the hammering process.
Then comes the real shock. Among these Jews there suddenly turns up a man who goes about talking as if He was God. He claims to forgive sins. He says He has always existed. He says He is coming to judge the world at the end of time... (p.33 in The Complete C. S. Lewis Signature Classics)
I've always wondered, "Why did he pick Israel? Why not the whole world?" Lewis responds, "He selected one particular people and spent several centuries hammering into their heads the sort of God he was." God knows our minds and our hearts. He knows that it takes centuries to hammer in any sort of understanding of such an unfathomable and complex being as himself. And he knows that even with this understanding, our hearts can flit away with the calling of any idol that comes our way. He chose Israel so that he could focus his energies on them, planting in them a seed of himself that would one day grow to reach the world. He was making himself known, first through conscience, then through dreams, and finally through people--a people, before reaching all people. I suppose that is one reason that Jesus came: in bones and flesh, he grew up as a Jew to confront the world with his divinity. In Jesus we finally see that God is as real as man, and he is Lord of all mankind.