The question of the disciples shows us that they are beginning to realize that Jesus is someone extraordinary. As modern readers of the gospel, we already know that Jesus Christ is the Lord who has come to destroy the works of Satan (Mark 1:1–13). The disciples do not know this yet. Even though Jesus is doing things that only God can do, the leap is too big for them to consider that Jesus, a man, could possibly be God in human flesh (John 1:14).
41 And they were filled with great fear and said to one another, “Who then is this, that even the wind and the sea obey him?”