The concept of Jesus being the “lamb of God” (indeed he is described with this specific title) is found in a number of places in the New Testament, notably as follows:-
(1) John 1:29 The next day John seeth Jesus coming unto him, and saith, Behold the Lamb of God, which taketh away the sin of the world.
(2) John 1:36 And looking upon Jesus as he walked, he saith, Behold the Lamb of God!
(1) Revelation 5:6 And I beheld, and, lo, in the midst of the throne and of the four beasts, and in the midst of the elders, stood a Lamb as it had been slain, having seven horns and seven eyes, which are the seven Spirits of God sent forth into all the earth.
(2) Revelation 7 verse 17 For the Lamb which is in the midst of the throne shall feed them, and shall lead them unto living fountains of waters: and God shall wipe away all tears from their eyes.
(3) Revelation 14 verse 10 The same shall drink of the wine of the wrath of God, which is poured out without mixture into the cup of his indignation; and he shall be tormented with fire and brimstone in the presence of the holy angels, and in the presence of the Lamb:
(4) Revelation 15 verse 3 And they sing the song of Moses the servant of God, and the song of the Lamb, saying, Great and marvellous are thy works, Lord God Almighty; just and true are thy ways, thou King of saints.
(5) Revelation 19:9 And he saith unto me, Write, Blessed are they which are called unto the marriage supper of the Lamb. And he saith unto me, These are the true sayings of God.
(6) Revelation 21:22 And I saw no temple therein: for the Lord God Almighty and the Lamb are the temple of it.
(7) Revelation 21:23 And the city had no need of the sun, neither of the moon, to shine in it: for the glory of God did lighten it, and the Lamb is the light thereof.
(8) Revelation 22:1 And he shewed me a pure river of water of life, clear as crystal, proceeding out of the throne of God and of the Lamb.
(9) Revelation 22:3 And there shall be no more curse: but the throne of God and of the Lamb shall be in it; and his servants shall serve him.
As is indicated by John, and the first reference in the book of Revelation, the “lamb” association has to do with the work that Jesus carried out through his death as a sacrifice.
Old Testament references to lambs show that they were used as sacrifices (for example, Genesis 4:4, Genesis 22:7, and Exodus 29:38 to 42). Particularly there is reference to the lambs sacrificed at the time of the Jewish Passover (Exodus 12:3 to 6). Thorough the sacrifice of this Passover lamb, deliverance from bondage in Egypt was achieved, an illustration of the deliverance from sin obtained now for us through Jesus. Our Lord is specifically referred to.
1 Corinthians 5:7 – Purge out therefore the old leaven, that ye may be a new lump, as ye are unleavened. For even Christ our passover is sacrificed for us.
(Quotations from the KJV).