Where does the Moshiach idea come from/how did it develop?

I’m not too well versed in Nakh but from where did this idea come from that a king will bring back the exiles, rebuild the temple, and more specifically how did it come to be thought of as “the world to come” and something that is almost transcendent of life as we know it into something entirely different? Almost like when moshiach comes the universe will be no longer and we will be in heaven, living a perfect life, is the vibe I get sometimes.