Your question—and many of the answers here—are reading a lot into what Christ actually said. This is particularly funny because, in this verse, Christ himself cautions us not to make assumptions about his mission. Clearly, Christ didn’t say this to invalidate the traditional law, but he did say it as a critique those who would use the law to “bind up burdens…difficult to bear” (Matthew 23:4).

This verse was partly humorous, though the plays on words are difficult to translate into English. Since this verse reflects a change in topic, it is likely a response to a question or an accusation that what he was saying was annulling the laws. This verse is a light-hearted way of turning aside such an accusation. If you want to see the Greek explained in detail, you can go here. My analysis will be based on the Greek, because the English translation misses the point.

The Greek word translated as “think not” (νομίσητε, nomizo) means “don’t normalize” but it can be translated as “don’t get accustomed”, but, when referring to the law, it also means “don’t legislate”. It is used as a play on the word for “law” (νόμον, nomos) since both are from the same root, the source of our word “norms”. The word “law” meant “customs” and “traditions” in Greek, but Judeans used it to refer specifically to the biblical books of Moses (Torah). Since it was used with “the Prophets,” the second group of books in the Jewish scripture, (Nevi'm) we can assume the reference is the written works. A more literal translation of the Greek is:

“You might not legislate that I've show up to annul the laws or the shining lights.”

The word translated a “destroy” (καταλῦσαι, katalyo) generally means to “destroy” or “dissolve” but has a specific meaning when referring to the law as “annul”. Note Christ does not say, at this point, that he has or hasn’t come to do this. He is saying only that they don’t want to say or assume that he is. (The Greek negative used refers to what people want or think.)

Part of his point was that his opponents used the traditional written books to burden people with “laws” that were not intended to be a burden. They were “legislating” against him specifically, but the people in general.

Note, when Christ says the rest of the verse, he does not mention the law. This changes the meaning of the word translated as “destroy” for “annul” to “dissolve” because it is contrasted a word translated as “fulfill” (πληρῶσαι, pleroo), which also means “to complete”. Again, the sense is mostly entertaining:

“I really didn't show up t to dissolve but to fill up.”

Notice, however, Christ doesn’t mention the law here. This is a general statement about his general purpose as well as one that works within the context of the traditional customs.