So this brings me back to the question --- why the LAMB of God? Why not the goat of God or the Bull of God or the Rabbit of God? Why the lamb? This has to do with Old Testament Jewish tradition. Moses, pleaded with Pharaoh to let his people go, but Pharaoh would not agree, so God enabled Moses to bring upon Egypt the ten plagues, the last one of which was the death of all of Egypt's newborn.
This is what the LORD says: "About midnight I will go throughout Egypt. Every firstborn son in Egypt will die, from the firstborn son of Pharaoh, who sits on the throne, to the firstborn of the slave girl, who is at her hand mill, and all the firstborn of the cattle as well. There will be loud wailing throughout Egypt—worse than there has ever been or ever will be again." — Exodus 11:4–6
Reference 1: Before this final plague, God commands Moses to tell the Israelites to slaughter a lamb and mark their homes with it's blood above their doors in order that the Angel of Death will pass over them (i.e., that they will not be touched by the death of the firstborn). So while the firstborn of all of Egypt die that night, the firstborn of Israel are saved. The passover sacrifice recalls the time when the LORD "passed over the houses of the Israelites in Egypt" and to this day Passover is one of the most significant Jewish Holidays. The blood of the lamb saved the Israelites from the Angel of Death sent by God.
Reference 2: When Isaac became a young boy, God spoke to Abraham and commanded him to take his son to Mount Moriah and offer him as a sacrifice to God. This was God’s test of Abraham’s faith. Abraham loved his son very much, but did not hesitate to follow God’s words for he was a man whose faith in God was strong. As Abraham and his son reached the place where the sacrifice was to be performed, Isaac said to his father, “Father, where is the lamb that is to be sacrificed?” Abraham replied, “My son, God will provide the lamb”. It is not known how eventually Abraham told his son that he was to be the sacrifice, but Isaac courageously laid on the sacrificial place ready to be sacrificed for god. As Abraham was taking out his knife, his hands were trembling. He was about to sacrifice his son when heard the voice of God saying, “Abraham, Stop! Do not hurt your son. You have proven your faith and shown how much you love Me by willing to sacrifice your son for Me. Therefore, I shall bless you and your family, and through you, I shall bless all the nations on earth”. God also provided a lamb for the sacrifice. Abraham went home along with his son, and their hearts full of love and faith.
There was a long Jewish tradition of sacrificing a lamb for the forgiveness of sins. When Jesus appears, he once again fulfills God's promise to provide the lamb for the sacrifice by becoming the lamb. He fulfills the law. Jesus said, “Do not think that I have come to abolish the Law or the Prophets; I have not come to abolish them but to fulfill them. For truly I tell you, until heaven and earth disappear, not the smallest letter, not the least stroke of a pen, will by any means disappear from the Law until everything is accomplished” (Matthew 5:17–18).
While in the Old testament God says to Abraham that he would provide the lamb to be the sacrifice, in the New Testament 400 years later, God sends His only Son to be the sacrificial lamb for all of mankind, therefore making him the Lamb of God. "who takes away the sins of the world" This is why Jesus is called the lamb of God.