Why does Jesus say "Why have you forsaken me?" Why does Jesus say "My God, my God, why have you forsaken me?" This is from the ESV version. It just seems so out of character.
Its a quotation of the first verse of Psalm 22 (Read the whole Psalm), which is a Psalm about a righteous man suffering at the hands of the ungodly, and is traditionally understood within Christianity as being a graphic prophecy of the crucifixion.  Hence Jesus would be quoting it to sort of point that out.

Of particular interest is verse 16 (KJV) "For dogs have compassed me: the assembly of the wicked have inclosed me: they pierced my hands and my feet."

Also verse 21, "Save me from the lion's mouth: for thou hast heard me from the horns of the unicorns."  Unicorns simply means a one-horned animal, maybe an extinct one-horned rhino, not the mythical unicorn. Anyway, its being used figuratively.  Justin Martyr (around 150 AD) in his Dialogue with Trypho, in chapter 91, understood this as symbolizing the cross by the figure of intersecting unicorn horns:


  Now, no one could say or prove that the horns of an unicorn represent any other fact or figure than the type which portrays the cross. For the one beam is placed upright, from which the highest extremity is raised up into a horn, when the other beam is fitted on to it, and the ends appear on both sides as horns joined on to the one horn. And the part which is fixed in the centre, on which are suspended those who are crucified, also stands out like a horn; and it also looks like a horn conjoined and fixed with the other horns.