Matthew 27:46: "About the ninth hour Jesus cried out in a loud voice, 'Eloi, Eloi, lama sabachthani?' - which means, 'My God, My God, why have you forsaken me?'" (NIV)
Forsaken: (1459 Strong's Exhaustive Concordance) egkataleipo (eng kat a li po): to desert: - forsake, leave
According to the commentary listed in my Bible, Jesus used this quote from Psalm 22:1 to express grief and anguish brought on by being forsaken by God, his Father. It goes on to call it a "double death." He not only died physically, but spiritually as well, as he died for our sins.
I cannot begin to fathom the anguish he felt - not only the physical pain, but the spiritual pain as well. He not only was separated from God, the creator and ruler, but God, his Father. From an early age, Jesus knew he was the Son of God. Remember Jesus' reply to his earthly parents when they questioned why he stayed in Jerusalem. He said "Why were you searching for me?...Didn't you know I had to be in my Father's house?" (Luke 2:49). As a side note, I like the way he said "had to be in..." like it was an urgent desire that had to be fulfilled.
Someone once asked me what was my biggest fear. After a little bit of thought, I realized my fear was being separated from God. I can't imagine not being able to worship Him, adore Him, admire the works of His hands. I can't imagine living without His peace, His love, His joy, His grace, His forgiveness.
Jesus experienced all of that and more while on the cross so that we wouldn't have to. I know I don't want to be separated from that kind of love.