I suppose I shouldn't be finding humor in it, but it's always struck me as kind of funny how John words his question so cautiously. "Are you the Expected One or shall we look for someone else?" "Now, I'm not saying that I don't believe in the Messiah or that he's not coming soon, but I'm just wondering if you're him or if we should, you know, keep on looking?"
Here's why John the Baptist is confused. He's basically the last of the Old Testament prophets who looks forward to the coming of the Messiah as a future event, but there are certain things about that coming that he is yet ignorant of. In reality the coming of the Messiah happens in two stages: Jesus will come as the suffering servant, then the second time he will come as the glorious conquerer. But from the perspective of the Old Testament prophets, all the revelations about this two-stage coming appear to be a single event.
Here's an illustration that has helped me. If you were traveling and saw a distant mountain range, you might think all those mountains belonged to the same chain. But suppose you were to come closer and realize that the mountains were actually two separate ranges, one closer and one much farther away. It was only because you were looking from the perspective of a great distance that you thought you were looking at one chain. Same with John the Baptist and all the OT prophets. From afar they couldn't tell that they were foreseeing two events, not one. The Messiah as the suffering servant who would heal the lame and sick and the Messiah as the glorious conquerer who would destroy his enemies were seen as a single fulfillment, not something that would be staggered over time in two stages.
Jesus answered John by pointing to how he fulfills the suffering servant prophecies. "The blind receive sight and the lame walk, the lepers are cleansed and the deaf hear, and the dead are raised up and the poor have the gospel preached to them." He doesn't explain the whole "two-stage parousia" thing or get into a big fancy theological discussion. He simply points to the prophecies in Isaiah that John would know so well. What John understands he should rest in, and what he doesn't understand--well, it turns out he will die before he can have all the answers. But faith that does not stumble is content not to have every question answered. Even a great man like John the Baptist had to humble himself and accept the limitations of his understanding.