What percentage of self-identifying Christians believe Jesus was not God, and instead was a messenger of God? Does such sect inside Christianity exist?
A.) less than 2.2 percent of Christians belong to sects professing to believe that Jesus is not God. 

                     Do            Don't         N/A        (in billions)
Catholicism          1.2   
Protestantism        0.801  
Eastern Orthodoxy    0.230 
Oriental Orthodoxy   0.082
Restorationism                      0.045* 
Unitarian Universalism                           0.006 
Nestorianism                        0.006**
                     2.313          0.051        0.006   


Demographics wikipedianot the table

*There are quite a few who would disagree with the assessment of these two groups, including myself, but for the sake of simplicity, if you're going to go looking for groups that deny the Divinity of Christ, start here. 

**I was just reading about the hypostatic union, and apparently Nestorian's think it was just luck or something.

B.) The answer is too subjective and contentious to possibly answer without inciting a holy war.   The reasons are probably:


They have different or changed scriptures. (Jehovah's Witnesses)
They were founded by people who called themselves prophets and wanted to essentially start a new religion. 
They were founded on enlightenment ideals wherein Jesus could not be God because that would mean God exists in a real and profound way in human history. (Deists and Unitarians probably don't believe this) 
They exist to fulfill some desire to project a certain idea about God that others don't share. Like dualism (meaning the body is bad and the soul is good), they'd say that Jesus, couldn't have been God since He inhabited a body. (Christian Scientists and older heretics like the Manichean's) or they think that the Body was inhabited by God, but the Body was not God (Nestorians)