The Sages have said:

What is the cause of the mourning (Zechariah 12:10)? It is well according to him who explains that the cause is the slaying of Messiah, the son of Joseph, as it is written, 'And they shall look upon me whom they have pierced; and they shall mourn for him as one mourneth for his only son.'

Babylonian Talmud

Babylonian Talmud, Sukkah 52a

The Sages have said:

Does not atonement come through the blood, as it is said: For it is the blood that maketh atonement by reason of the life!

Babylonian Talmud

Babylonian Talmud, Yoma 5a referring to Vayikra (Lev.) 17:11 in the Tanakh