1. Why did Jesus cry out from the cross, "My God, My God, why hast thou forsaken me?
Here is the relevant text, from Mark 15:34-37. There is one parallel in Matthew 27:46-50.
And at the ninth hour Jesus cried with a loud voice, "E'lo-i, E'lo-i, la'ma sabach-tha'ni?" which means, "My God, my God, why hast thou forsaken me?"My response:
 And some of the bystanders hearing it said, "Behold, he is calling Eli'jah."
 And one ran and, filling a sponge full of vinegar, put it on a reed and gave it to him to drink, saying, "Wait, let us see whether Eli'jah will come to take him down."
 And Jesus uttered a loud cry, and breathed his last.
The cry, "E'lo-i, E'lo-i, la'ma sabach-tha'ni?" is from Psalm 22:1 as it must have appeared in the Targum that was in use in First Century Palestine. Jesus was quoting this verse from the Psalm in the language of the Targums. This is not Hebrew, but Aramaic, which was the language then in general use. It is believed that Hebrew was little used except among the Rabbi's and by religious scribes.
Jesus' disciples knew and spoke Aramaic. When anyone stood in the synagogue and read from the synagogue scroll, it would have been from the Aramaic of the Targum. The rabbi's would surely have quoted from it in their dissertations because it was the common language of the people. It was surely the text utilized by Jesus when, in teaching, he quoted from the prophets.
Greek was also widely spoken in First Century Palestine, as evidenced by the fact that it is the language of the oldest texts we have of the New Testament. Jesus must certainly have know this language also, so that the bulk of his utterances from the cross appear in Greek, suggesting very strongly that this was his most familiar language. The very next and last word, tetelestai (it is finished) is Greek. That the Aramaic utterance appears untranslated in the Greek NT strongly suggests that Jesus was quoting the text from Aramaic exactly as it appears in the gospels of Mark and Matthew.
He quoted the Aramaic of the Targum because he wanted to direct our attention to Psalm 22, where we can see that he was fulfilling this prophetic psalm. But is this the only reason for his uttering this cry?
No. The psalm prophesied that God would forsake him, and he would never have uttered those words had he not been truly forsaken. So not only did he direct out attention to the broader prophecies of Psalm 22, but he wanted to call our attention to the fact that he had been forsaken by God during that horrible experience. Had he not been truly forsaken, he would never have uttered that cry, which in that case would not have been true! He was truly forsaken by the Father, suffering alone and without comfort or support from heaven!
This is the immediate answer to our question.
This leads directly to the question, "Why did God forsake Jesus?"
Christendom has long had an answer to this, which is expressed in the following quotations.
From Matthew Henry's Commentary
He let out upon his soul an afflicting sense of his wrath against man for sin. Christ was made Sin for us, a Curse for us; and therefore, though God loved him as a Son, he frowned upon him as a Surety. These impressions he was pleased to admit, and to waive that resistance of them which he could have made; because he would accommodate himself to this part of his undertaking, as he had done to all the rest, when it was in his power to have avoided it.
From Billy Graham:
The authorities crucified Jesus. It was the most horrible death that we can think of, with nails in his hands and his feet and a spear in his side, and blood streaming down his body. But that wasn't his only suffering. His greater suffering was heard in his cry, "My God, my God, why hast thou forsaken me?" The Bible says, "God made him who had no sin to be sin for us." God had laid on him all of our sins. Every bad thing that we have ever done, every bad thing that we have ever thought, was put on Christ. He took it for us, in our place, because he loves us.
God had forsaken Jesus because Jesus, on the cross, became sin!
It seems the perfect explanation, and is clearly biblical, being based on the doctrine of Paul as expressed in II Corinthians 5:
 For our sake he made him to be sin who knew no sin, so that in him we might become the righteousness of God.
This powerful doctrine stands as the foundation of the Christian religion. It rests on a belief that Jesus, on the cross, was a sacrifical offering for the sins of all humanity. What great love! What great love that Jesus would subject himself to such horror for our sakes! What great love that God would give his Son thus to suffer for us!
The Lie UnmaskedAttractive as it is, this explanation for why God forsook Jesus on the cross cannot stand. First, it rests on the false doctrine of Paul according to which Jesus was a sacrifice for our sins. Second, it ignores the great and infinite mercy of the Father. Third, it perverts a true conception of the justice of God. Fourth, it limits the love of God. Fifth, it ignores the fact that Jesus explained his crucifixion contrary to this.
It is not necessary here to expand on all these points, for Jesus on the cross was no sacrifice for sin, who had clearly taught:
Matthew 9Knowing that God does not desire sacrifice, Jesus would never have made himself such. No, to comprehend what was transpiring there one must listen to Jesus explanation of the event, which I have posted at the Great Principle link.
 Go and learn what this means, `I desire mercy, and not sacrifice.
This Great Principle underlies everything pertinent to the gospel. Any one who loves life in this world -- who seeks to save life in this world -- will lose life eternal. It follows that we are placed in this world so as to make the choice between life and life. While we remain bound to life in this world, we cannot inherit the life eternal. If we seek to save this life, we will lose eternal live.
It is the choice set before every individual human being on this earth. It is essential to the purpose of the Father that we make this choice as free agents so as to qualify as his children in the Eternal Glory. This is the core of the gospel of Jesus. He taught it throughout his ministry, then sealed it by his personal and consistent example when he deliberately chose to hate life in this world so as to go to the Father. Therefore the Father forsook him as he suffered on the cross, that the choice be a free one and that it might be his alone. Had the Father stood by him to strengthen him, comfort him or encourage him Jesus would not have been the perfectly free agent required for this to be a true choice. And it was indeed a true choice, because he had the option to avoid the cross or to come down from it, thus saving his life:
Matthew 26That the crucifixion was an exemplary rather than a substitutionary act he confirmed when he stated for all the ages to hear:
 Do you think that I cannot appeal to my Father, and he will at once send me more than twelve legions of angels?
 But how then should the scriptures be fulfilled, that it must be so?
 And he called to him the multitude with his disciples, and said to them, If any man would come after me, let him deny himself and take up his cross and follow me.Do you now see? He died ahead of us, not instead of us. His death was exemplary, not substitutionary. Had Jesus saved his life, he would have lost eternal life as surely as would any other person.
Do you not yet understand? Then consider the hapless prodigal son in his distress in the "far country" where his life illustrates the lives we live in this world and where his love for that life illustrates the love we have for life in this world. Then focus on the point of his decision to "arise and go to my father," thus forsaking life in the far country. Did his father come to him and implore him, or encourage him, or strengthen him or comfort him to make the choice an easy one?
Conclusion: Jesus cried out from the cross, "E'lo-i, E'lo-i, la'ma sabach-tha'ni?" because he was indeed forsaken by the Father in that terrible hour. The Father forsook him only because he must exemplify the free choice that every person must make who qualifies to go to the Father -- a free and uncompromised choice between life in this world and eternal life so that we may be acceptable as children of God.
Peace to you,