Just as a correction, sex isn't considered a sin by any religion I know of. Extramarital sex is, but other than that it isn't.
Also, Jesus doesn't refer to himself in the third person when he says Father, the concept of the trinity is essentially that there are three distinct persons in one God. Specifically they are all one God, but they relate to each other in different ways and they relate to humanity in different ways. One of the mysteries that most Christians believe in is this: One God, three persons. The Father did not create Jesus, nor did he create the Holy Spirit. Another mystery believed in in mainstream Christianity is the plurality of Jesus, both 100% man and 100% God, whereas neither the father or the holy spirit maintain this plurality.
As to claiming he was God, Jesus did make that claim, here: In John 8:58, Jesus states, "Before Abraham was, I am,". There are others too, but I don't have a bible on hand. Basically, Jesus does claim to divinity. Some say that it nmakes no sense to believe in Jesus as a righteous man if you do not believe this claim, as no righteous man would claim he is God.
And as for the pope thing (and founding a church), only one denomination believes in the pope, catholicism. Their backing for this is this passage:
Matthew:
11 Simon Peter said in reply, "You are the Messiah, the Son of the living God."
Jesus said to him in reply, "Blessed are you, Simon son of Jonah. For flesh and blood has not revealed this to you, but my heavenly Father.
And so I say to you, you are Peter, and upon this rock I will build my church, and the gates of the netherworld shall not prevail against it. "
And the above passage is also a claim to divinity.