Partially based on this question, I would like to know what the source is that Moshiach will be a king.
Well, I guess we can start with Zecharia 9:9
Rashi there says it references Moshiach, as does the Gemara in Sanhedrin 79a (specifically using this verse to reject an opinion that the Messianic era will come without a king).
The Rambam paskens this way as well. In fact, he includes it as part of his 13 principles of faith. A messianic era means a king leading the world to follow Hashem's Torah.