Q (Man): What is the greatest commandment in the law?
A (Jesus): Love God totally (with all thy heart, soul and mind) and Love Man totally (as yourself)

Q (Jesus): What say ye of me, the Christ? Whose son is he?
A (Man): The son of a king called David i.e., man’s son
Q (Jesus): Then why does the king have to address me, the Christ, as Lord.
A (Man): No answer (nor any more question)

Jesus was establishing the fact that He was of the line of David, but not the son of David, an earthly king, but that He was indeed Lord and the Son of the King of kings and Lord of lords i.e., the Son of God with whom He reigns.

Who do you say Jesus is?

Matthew 22:35-46 (KJV)
35
Then one of them, which was a lawyer, asked him a question, tempting him, and saying,
36
Master, which is the great commandment in the law?
37
Jesus said unto him, Thou shalt love the Lord thy God with all thy heart, and with all thy soul, and with all thy mind.
38
This is the first and great commandment.
39
And the second is like unto it, Thou shalt love thy neighbour as thyself.
40
On these two commandments hang all the law and the prophets.

41 While the Pharisees were gathered together, Jesus asked them,
42
Saying, What think ye of Christ? whose son is he? They say unto him, The son of David.
43
He saith unto them, How then doth David in spirit call him Lord, saying,
44
The LORD said unto my Lord, Sit thou on my right hand, till I make thine enemies thy footstool?
45
If David then call him Lord, how is he his son?
46
And no man was able to answer him a word, neither durst any man from that day forth ask him any more questions.