Herod was terrified. Consider what he knew. First, John the Baptist had been right about Herod and Herodias’s marriage, it was wrong! Second, he knew he was responsible for John’s death. Even though his step-daughter had requested it, he was the one who gave the order. Obviously he did have a conscience and it was bothering him terribly!
When he heard of the miracles that Jesus was doing, he conscience afflicted mind believed that John had been raised from the dead and was performing all those miracles! John was not the Messiah. He simply was the one who prepared the way for the Mighty One who was to come.
Who is this Jesus? Not the great prophet Elijah, nor just any other prophet, nor a ghost of someone beheaded. He is One who has power much greater than any prophet – He, being God, was (and is) all-powerful!