This question has been asked a few times in classes that I have taught over the years and I thought it would be good to share Joseph Fielding Smith’s thoughts on this question. The following is from Answers to Gospel Questions, volume 2, p. 132:
The Authority of Jesus
Answer: This question has been received several times, and the information is received that it has been discussed many times in priesthood classes and the auxiliary organizations, which has been a waste of valuable time.
How long are members of the Church going to waste their time on such needless questions? Does any member in any of these classes question the divine authority of our Savior? Is he not the Only Begotten Son of God in the flesh? Did he not, by authority of the priesthood, build worlds long before he was born in Bethlehem and took a physical body? Is it not our Redeemer who before being born in the flesh, led Israel and gave the law and the authority to Moses and the prophets of old? What was the witness that John the Apostle, bore of him?
Well, if Christ is God, then the priesthood comes from him; it is centered in him. What man had authority to give God the Holy Priesthood? Jesus said, in answer to the question by Thomas, “I am the way, the truth, and the life: no man cometh unto the Father, but by me.” (Ibid., 14:6.) Again the Savior to the Prophet Joseph Smith:
Verily, thus saith the Lord: It shall come to pass that every soul who forsaketh his sins and cometh unto me, and calleth on my name, and obeyeth my voice, and keepeth my commandments, shall see my face and know that I am;
I was in the world and received of my Father, and the works of him were plainly manifest. (D. & C. 93:1-5. See also Section 88:4-13.)