Psalms 22, 23, and 24 are well-known as Messianic Psalms. Psalm 22 shows his agony on the cross from verse 1 to 21. Verse 22 begins a section of praise and reflects his message during the forty days before the ascension.
Psalm 23 is the Shepherd Psalm and details the love he shows for followers.
Psalm 24 is a song of glory and praise to God for his blessings and his providence. Many of the psalms speak of Jesus is some way. I could not find a consolidated list, but I'll keep looking. Psalms 40 and 41 also reflect elements of his life and encourage me to seek him first in times of both trial times and of praise.
Read these and find Christ in them for yourself.