As for the throne of David, I'm not well-versed enough in the Old Testament to understand that (but David was a great king, and IIRC his bloodline had something to do with the founding of Judaism), but I think it means that he was the King of the Jews. On his cross it said "This is Yeshua, King of the Jews", so he was given the throne of David (if that's what it means, but don't take my word for it), and he told Pilate that his kingdom was not of this world, which means he did claim to have a kingdom (which is obviously Heaven).