How was Psalm 22 understood by Jewish tradition before the birth of Jesus? Was it interpreted messianically? What pre-Christian sources discuss Psalm 22?
The first and most important clue is found in the annotation of the Psalm:
"Of David" can mean that it was written by, about, or in the style of David. Since the Psalm is written in the first person, any way you look at it, the subject must have originally been David. Nothing in the Psalm particularly points us to anything but this being a poetic description of David's struggle with his enemies and thanksgiving for being rescued.
This the only pre-Christian commentary that I've been able to find.
We might be able to find references to traditional interpretations in post-Christian sources. Now it gets tricky because whenever David is mentioned, there's a chance that the Messiah might be involved. Modern Jewish interpretations downplay the connection:
I've seen a number of references to Esther in relation to this Psalm such as the Being Jewish website:
I've also seen references to Rabbinic sources that take the Psalm as messianic. [This link is to a Christian website, however.]
This question was just asked over at the Judaism site, so I'll repost my answer from there here.
In general it is difficult to find pre-Christian rabbinic commentary, since the earliest rabbinic commentaries began coalescing around the end of the Second Temple period, in the first century CE. So while early midrashic collections like the Sifra and Mekhilta do contain early (Tannaitic) material it is difficult to know what material, if any, predates their final redaction in the first centuries CE.
This article, by Prof. Rivka Ulmer, will likely be helpful in what you're looking for... She writes (pg. 108): "Prior to the attestation in the New Testament, there is no evidence of Psalm 22 being used in a Jewish messianic context... Jewish interpretations of the Psalm identify the individual in the Psalm with a royal figure, alternatively interpreted as King David, King Hezekiah, or Queen Esther." She discusses many early Jewish and Christian sources, including the following citation from the Babylonian Talmud (circa 500 CE), which relates this psalm to Esther:
Megillah 15b (her translation):
She discusses many others, including Midrash Tehillim (an early medieval compilation of allegorical commentary on Psalms) and its interpretation of this psalm as referring to David's life as a shepherd (which is too lengthy to type out here but you can read it in Esther Menn's article here), as well as how this psalm is (mis)translated and utilized in the Christian tradition. Her article is worth a read because it goes into many more sources and critically analyses each one. I hope this helps.
I asked about this question at the Judaism.SE site and was told that it is difficult to find pre-Christian Rabbinic sources. It seems that the current understanding of Psalm 22 within Judaism deals with the plight of the Jewish Nation in Exile.1 However, Rashi's 11th-century commentary states that
Another response over at Judaism.SE mentioned an article by Rivka Ulmer that states that "Psalm 22 is rarely cited in rabbinic literature," but acknowledges that
Pesiqta Rabbati was written approximately in the mid-9th century A.D., so long after Christianity had been established. Ulmer goes on to say,
Ulmer translates from the Babylonian Talmud, Megillah 15b (part of the Mishnah which dates to approximately 200 A.D.) concerning the application of this Psalm to Esther:
An alternate understanding found in the Midrash Tehillim (approximately 11th century) is that of David's life as shepherd.5 Another response over at Judaism.SE mentions the Targum, which appears to be the oldest available source, dating to at least the 1st century A.D. (the Jews claim it is much older but that it was not allowed to be written, passed on only by oral tradition since 450 B.C.). This interpretation is similar to Rashi's.6Sources
1 Avroham Yoseif Rosenberg, ed. "The Complete Jewish Bible With Rashi Commentary," http://www.chabad.org/library/bible_cdo/aid/16243/showrashi/true (accessed January 11, 2013).
2 Rivka Ulmer. "Psalm 22 in Pesiqta Rabbati: The Suffering of the Jewish Messiah and Jesus," http://www.bibleinterp.com/PDFs/Psalm_22.pdf (accessed January 11, 2013), 106.
3 Ibid., 108.
4 Ibid., 109-10.
5 Esther M. Menn. "Prayerful Origins: David as Temple Founder in Rabbinic Psalms Commentary," in Of Scribes and Sages, Vol 2: Early Jewish Interpretation and Transmission of Scripture, ed. Craig A. Evans (New York: T&T Clark International, 2004), 77-89.
(I managed to access Menn's article through Google Books. If the link doesn't work just search for "midrash tehillim psalm 22" on Google Books and select the search hit in the above book and it should work).
6 Targum Yonatan, http://targum.info/pss/ps1.htm#_ftnref115 (accessed January 11, 2013).