Therefore Pilate entered again into the Praetorium, and summoned Jesus and said to Him, “Are You the King of the Jews?” Jesus answered, “Are you saying this on your own initiative, or did others tell you about Me?” John 18:33-34
While reading and studying scripture , its important to look at it from a “Jewish” perspective and not a “Gentile” view. When looking at this interaction between Pilate and Jesus, its important to understand the significance of the title “King of The Jews”.

This title is reference to being proclaimed “The Messiah” or “Christ”. The fulfillment of all the Old Testament prophesies where God became flesh and dwelt among us. This is obviously not a light title to claim, as its seen evident by the religious leaders.

So the chief priests of the Jews were saying to Pilate, “Do not write, ‘The King of the Jews’; but that He said, ‘I am King of the Jews.'” John 19:21

When Pilate ordered the sign “King of The Jews” be nailed on the cross with Jesus, the religious leaders were very upset. If this title had no significance then they wouldn’t have protested it. By Pilate mockingly naming Jesus “King of The Jews” he was actually fulfilling Biblical prophecy and confirming Jesus is The Messiah

Now notice the interaction Jesus has with Pilate, when Pilate asks him “Are you King of The Jews? He doesn’t respond by Yes or No, he asks Pilate “Are you asking on your own”? Jesus wants to know if Pilate actually wanted to know who Jesus is, or if he was just mocking him.

This is another example of Jesus revealing his deity as God in the flesh, and giving even those most wicked people, like Pilate, a chance at salvation