I love that line... "I and my father are one."

But yo, Jesus dying for sins (if you take it literally), is a large scale version of a normal sacrifice. People believed that if they had sinned, which they always did, then they had to regularly perform a ceremony in which usually a baby lamb or something else seen as innocent was killed. It was thought that by giving this innocent lamb as an offering to God for their sins, they would be forgiven.

That's why jesus is sometimes referred to as the lamb of God.

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