Read: Luke 7:19-23
In that hour he healed many people of diseases and plagues and evil spirits, and on many who were blind he bestowed sight. (Luke 7:21 ESV)
While John the Baptizer was imprisoned for preaching the Gospel he reached out to Jesus via his disciples. I believe that he was looking for further encouragement and assurance regarding the true identity of his cousin. He got the assurance he was looking for.
John's disciples showed up in the middle of Jesus performing many miracles in the area where he was ministering. They witnessed people with diseases who were cleansed. The saw people purged of plagues. They witnessed Jesus cast out evil spirits. They even saw the blind regain sight. And it was all done within a short amount of time. It must have been an incredible day.
Sometimes we need to go to Jesus for assurance. Not because we are necessarily doubting him, although if we're honest we do probably face those moments as well, but because we are looking for encouragement. Jesus is the best place to go for assurance. He is the best place to go for encouragement.
The fact of the matter is that we will all face seasons where we feel as if we're imprisoned. I those moments we can take all of our doubts, insecurities, and questions to Christ. He is able to answer the questions, calm the fears, and deal with our doubts. Sometimes it may seem to take us a bit to overcome those things, but I truly believe that when we take them to him he will begin to work in us and for us that very hour.