Midras Kejadian 38:10: Aggadat Bereshit

[3] Another interpretation: "And Judah went down, etc., and he saw there a daughter of a Canaanite man and took her. Once he took her, the Holy One, blessed be He, said, 'The Messiah is destined to issue from Judah, and he went and took a Canaanite wife! What then shall I do? I will cause that she engage in improper conduct and have a son from her, and the son will marry my daughter Tamar, who is the daughter of the great Shem.' Said the Holy One, blessed be He, 'Let her die as a Canaanite,' as it is said, 'And the days were multiplied and she died, daughter of Shua, the wife of Judah' (Genesis 38:12). And her sons died, as it is said, 'And Er and Onan died' (Genesis 38:7)[from Onan: Genesis 38:10], so that Judah should cling to Tamar, who was the priestly daughter of Shem son of Noah, as it is said, 'And Melchizedek king of Salem' (Genesis 14:18). And it came to pass, as she was giving birth, that one put out a hand; and the midwife took and bound upon his hand a scarlet thread, saying, “This one came out first.” But it came to pass, as he drew back his hand, that, behold, his brother came out; and she said, “How hast thou broken forth? [i.e., breached the womb].” Therefore his name was called Perez. And afterward his brother came out that had the scarlet thread upon his hand; and his name was called Zerah (Genesis 38:27-30). At the time of Tamar's childbirth, Zerah sought to come out first. God said, "The Messiah will come from Perez." Zerah then emerged first, but later returned to his mother's womb, and Perez emerged first. The Messiah comes from Perez, as it is written, "And it came to pass, as he drew back his hand, that, behold, his brother came out: and she said, 'How hast thou broken forth?' Therefore his name was called Perez." This Perez is the Messiah, as it is written, "The breaker is come up before them" (Micah 2:13).