I'm sure there are many different things that Jesus meant when He cried out these words. He could've meant that His reason for being on Earth was done or that He knew it was His last moments. What I think it means - well, one of the meanings of this phrase - was that He had given us victory. That when it was finished, the victory, over situations in our life, battles, is ours.
See, as a Christian, we are in constant battle with Satan's forces. The devil will come against us faster than we can think. He tells us lies, very convincing lies, brings us down, strikes us with fear and sickness, but we don't have to live that life. Why? Because the battle has already been won! When Jesus died, He took care of that for us!
When God sent His Son, Jesus, to die for us on the cross, He knew that with His death we would have victory. So why are we still fighting these battles that have already been won?
But thanks be to God, which giveth us the victory through our Lord Jesus Christ. (1 Corinthians 15:57)
It's simple. We're human, and we want to do things on our own. We want the doctor to fix our aches or medicine to take away the depression. But we have to learn to let that go. Reach out and grab your victory. It's there for the taking.
God wants us to live a life of honor and glory in His Name. That also means that we can use His Name to proclaim our victory because it gives GOD the honor He's so deserving of. We have power in the Name of Jesus to overcome devils, make mountains move! That means that our mountains, the things that cause us to stumble or completely stop us from having faith because they are weighing us down, will MOVE simply because we have victory through Jesus!
Who art thou, O great mountain? before Zerubbabel thou shalt become a plain: (Zechariah 4:7)
Put your faith into that victory. I know that it's hard, but if we have faith as a grain of mustard seed (That's about the size of a poppy seed.), we can move mountains, casts trees into seas, and they will have to obey us because we are speaking this in the Name of Jesus. (Matthew 17:20, Luke 17:6)
That's not a lot of faith that is required of us if you think about it, but somehow, we make it into a lot. We make our molehills mountains instead. Step back, take a deep breath, and step over that molehill before it becomes a mountain. Who art thou, O great mountain? Who is this mountain to stop us? In the Name of Jesus, it will be nothing but a plain - flat land for us to walk across instead of being stopped by a gigantic rock.
Step into faith and cast away that mountain. WE HAVE THE VICTORY! CLAIM IT TODAY!
For whatsoever is born of God overcometh the world: and this is the victory that overcometh the world, even our faith. (1 John 5:4)