After the teaching to a crowd of people, here are the events leading up to this statement as told in the Book of Matthew:
Immediately Jesus made the disciples get into the boat and go on ahead of him to the other side, while he dismissed the crowd. After he had dismissed them, he went up on a mountainside by himself to pray. Later that night, he was there alone, and the boat was already a considerable distance from land, buffeted by the waves because the wind was against it. Shortly before dawn Jesus went out to them, walking on the lake. When the disciples saw him walking on the lake, they were terrified. "It's a ghost," they said, and cried out in fear. But Jesus immediately said to them: "Take courage! It is I. Don't be afraid." (Matt. 14:22-27)Jesus’ statement indicates that he wants his disciples to trust him and trust in the Supreme Being.
Why did Jesus walk out to them on the lake, and why is trust so important to Jesus? This is because Jesus is teaching about Someone (the Supreme Being) they could not see with their physical eyes.
Jesus is asking for trust, because trust is the key to faith, and the central foundation for building a relationship of love.
Consider this in our family or personal lives. Could we have faith in someone we didn’t trust?
While many in organized religion focus on faith as trusting that God exists, or that Jesus died for their sins, real faith means trusting that the Supreme Being is someone we can love and serve: and take shelter of.
In other words, we can trust that the Supreme Being is our Best Friend.
This is the critical point about coming to know and love the Supreme Being. Because we rejected our relationship with the Supreme Being at some point in our past, He escorted us to a place - the physical world - where we didn’t have to see Him anymore.
This is the physical world. We were given these temporary physical bodies and this temporary physical world in order to be virtually away from the Supreme Being.
Just as an automobile allows a person to become separated from contact with nature - as we drive on asphalt in a vehicle made of steel and plastic - this physical body separates us from our spiritual selves and our connection with the Supreme Being. These physical eyes aren't able to see the Supreme Being and this physical mind cannot perceive the Supreme Being for a reason: They were designed to shield us from the Supreme Being.
The Supreme Being is spiritual, and each of us is a spiritual living being. We are eternal, while this temporary physical body is temporary. This is why we struggle so much to survive - because we are eternal by nature.
Out of love, God still wants us back though. But only if we choose to return to Him. Because love requires freedom, only we can make that choice to return to our loving service relationship with Him.
He does not make this process easy, and for good reason. We can use a modern-day example: Consider what would happen if a person abused their husband or wife and got kicked out of the house, but then got accepted back in just because they said "sorry." In this situation, it would be easy for them to abuse their husband or wife again because there was little in the way of consequence for the last time they did it. This is often referred to as enabling. If a person allows someone to abuse them or abuse themselves with no consequences, then that person is enabling the abuse. They are not doing anything to remedy the real problem.
This is not so different from our situation, because we have in fact abused our original relationship with the Supreme Being. We have turned on our Best Friend and Loving Advocate.
God is perfect. He thus has set up the perfect consequential environment - the physical world. The physical world has all the mechanisms that guide us and teach us; allowing us the ability to make good choices and gradually become healed.
This gradual improvement is what evolution is all about. As our spirit evolves, we are taught various lessons regarding relationships, care and love. We are repeatedly taught that caring for others and helping others makes us happy. We are taught that self-centeredness and greed stimulate anger, frustration, and competition - which harbor emptiness. As we evolve through the various lessons this physical world delivers, we finally arrive at the opportunity to renew our relationship with the Supreme Being.
Will we take it?
Should we take this opportunity, this requires an introduction from one who is already linked up - one who already enjoys a loving relationship with the Supreme Being - which God arranges when we are ready. The person who is linked up with God is God’s messenger and representative, such as Jesus.
The Supreme Being reaches out to us through His representative. Why? Because part of the education required is to understand the relationships that exist between the Supreme Being and His children. Who better to introduce this to us than one who is involved in such a relationship?
From there it is our choice. Do we receive God’s messenger’s hand and trust him to introduce us to the Supreme Being? Or do we blow it and become attracted by the pomp and circumstance of organized religion, or the various temptations of the physical world?
This is Jesus’ lesson here to Peter and his other students in the boat. He wants his students to trust him, so Jesus can introduce them to his loving Master and Father: the Supreme Being - Whom they can rely upon.
(For a translation of Jesus' statements from the Book of Matthew without institutional sectarian influence, see the Gospels of Jesus - translated from the original Greek texts.)