After Jesus’ was raised up from the grave, He joined a conversation with two of His disciples as they walked along the road from Jerusalem to Emmaus. He listened to them talk about Jesus of Nazareth and their lost hope of a Messiah to deliver them from Roman occupation. Then Jesus admonished them for being slow to believe. Beginning with Moses, Jesus taught them about the Messiah. (Luke 24:27)
Why did Jesus start with Moses? Because all truth and all righteousness were established in the beginning.