For centuries now, Jewish scholars have pondered the meaning and interpretation of this verse, and as one might imagine, there have been many varied interpretations. Since they cannot allow admission that they themselves pierced Jehovah, some have applied it to the nation of Israel with its persecutions in mind. But to resolve the issue, the question must be answered: Who is this "whom" who has been pierced?
Interestingly enough, the Hebrew word translated "whom" is simply the first and last letters of the Hebrew alphabet, aleph and tau, elsewhere denoting completeness and transcendency. Next, consider the fact that the primary name for God in Scripture, Jehovah, conveys a similar thought, although difficult to translate. Evidently the name Jehovah communicates, among other things, the all-encompassing and ever self-existing nature of God.
These two thoughts come together when our text for the day is quoted in Revelation 1:7-8: "Behold, he cometh with clouds; and every eye shall see him, and they also which pierced him: and all kindreds of the earth shall wail because of him. Even so, Amen. I am Alpha and Omega, the beginning and the ending, saith the Lord, which is, and which was, and which is to come, the Almighty."
It is as if Jehovah Himself is asking the question: "Do you doubt whom it is you pierced? I am the Aleph Tau, the Alpha Omega, Jehovah the Almighty, the beginning and the ending of all things." JDM http://www.icr.org/articles/type/6/