As you might imagine there were a lot of confusing issues in Jesus' day...not the least of which is the Kingdom of God.

The Israelites were looking for a conquering Messiah to set up a physical kingdom; so it's understandable that a meek servant riding a donkey announcing a spiritual kingdom would be a hard to accept. 

Like a lot of folks today, they believed in God, but they didn't believe God.

The kingdom of God is not physical, it's spiritual...without the Spirit of God you cannot see or enter the kingdom; as Jesus said, "Ye must be born again."  Or as the French Jesuit priest, Pierre Teilhard de Chardin said, "We are not physical beings having a spiritual experience; we're spiritual beings having a physical experience."

God is Spirit and the things of God are Spiritually discerned...without the Spirit of God, you cannot understand the things of God.  Nothing spiritual will make sense.

How do you get the Spirit of God?  Ask; but ask from your heart, not your head.

When you're reborn Spiritually, God breathes life into your spirit.  Your spirit becomes God's Spirit...thus, "the kingdom of God is within you;" it is the Holy Spirit who reveals God to you; then, and only then will you know, without a doubt, God is real.

You may be religious, a good person, go to church regularly and tithe to the max; but until you are reborn Spiritually...nothing else matters.