"Lord, if it's you," Peter replied, "tell me to come to you on the water." "Come," he said. Then Peter got down out of the boat, walked on the water and came toward Jesus. But when he saw the wind, he was afraid and, beginning to sink, cried out, "Lord, save me!" Immediately Jesus reached out his hand and caught him. "You of little faith," he said, "why did you doubt?" (Matt. 14:28-31)
Since Jesus was right in front of Peter, there was no sense asking Peter to have faith in Jesus.
Yes, Jesus' lesson regards trusting the Supreme Being. Jesus confirms that his miracles come from the Supreme Being:
"I have shown you many great miracles from the Father." (John 10:32)Jesus also was focused upon glorifying God, and not himself:
"If I glorify myself, my glory means nothing. My Father, whom you claim as your God, is the One who glorifies me." (John 8:54)Jesus is asking Peter to trust his Father, the Supreme Being. He wants Peter to understand, as Jesus did, that the Supreme Being is in full control, and we can completely rely upon the Supreme Being. This takes not just faith, but humility.
Notice the symbolism here. As Peter is sinking, Jesus takes hold of his hand. This is precisely what takes place for the individual who calls upon God for help. Instead of sinking into the stormy seas of the material world, the Supreme Being will come to our rescue.
Sometimes He will send us His representative, and sometimes He will come personally to pull us out of the dangerous waters of the physical world. Either way, the Supreme Being is still the One who ultimately can save us from the depths of this hellish world.
The Supreme Being is our perfect Savior and Protector. He is our ultimate Messiah. We simply need to trust in the Supreme Being.
(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.)