I have come to believe that the Messiah came already and will return. What kind of Jew am I now?

I would say you are what is today being called a "Messianic Jew." You didn't say whom you believe to be your messiah. Is it Jesus (also called Yeshua) or Rabbi Shneerson, the Lubavitcher Rebbe or Rabbi Mordechai Tendler? There are a few self-proclaimed Messiahs in the Jewish world today although they do not have much of a following.

Jews have often believed that someone in some generation was a messiah. For a while it was Bar Kochba. He died. There was Shabbetai Tzvi. He converted to Islam taking along with him many of his following. There were four or five named Yeshu (Jesus), and no one is sure which one of them the Christians portray in their gospels.

Messianism of this kind is nothing new to Judaism. You are still a Jew although I will venture a guess that you were never an Orthodox Jew. After some generations (I think it is four or five of a line of women), your children will no longer be able to claim to be Jewish.