In Judaism, one of the roles of the Messiah was to become King and to lead the Jewish people. It could be argued that someone claiming to be the Messiah would be seen by the Romans as being a potential rebel against their authority.

Also, the Maccabean Revolt was an Orthodox Jewish revolt that attempted to overthrow the Seleucids (a Greek empire that resulted from the collapse of Alexander the Great's empire), because the Seleucids were attempting to hellenize the Jewish people and it was having an effect on the Jewish religion and culture. The revolt was messy and had some setbacks, but ultimately it succeeded. The Maccabean revolt is what Hanukkah traditionally commemorates.

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As for why the Romans persecuted the Christians, there are several reasons. I will talk about two important ones.

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Many Roman people believed that Christians were part of an evil cult. The Christian practice of the Eucharist (eating the blood and body of Christ) led many Romans to believe that Christians were cannibals, and Christians were sometimes even accused of incest because they referred to themselves as "brothers" and "sisters".

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Christians were seen by many as disloyal and potentially dangerous to the wellbeing of society. This is not only because of the placing of God above Rome's authority, but also because of the rejection of the authority of the Roman gods. Many Romans believed that bad things happened because the Christians were disobeying their gods. The Christians were seen as a threat to order and safety by many Romans.

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The early Christians frequently complained about this, as you can imagine. Tertullian, an early Christian Church Father, wrote: "They think the Christians the cause of every public disaster, of every affliction with which the people are visited. If the Tiber rises as high as the city walls, if the Nile does not send its waters up over the fields, if the heavens give no rain, if there is an earthquake, if there is famine or pestilence, straightway the cry is, 'Away with the Christians to the lions!'"