God gave the Old Testament to "set the scene" as it were for the coming of His Messiah, which non-Messianic Jews still are looking for, and Christians including Messianic Jews would say is Jesus Christ. The Old Testament is pretty well divided into parts.
First there is the Pentateuch, Genesis, Exodus, Leviticus, Numbers, and Deuteronomy, all of which are believed to be authored by Moses and are commonly referred to as the "Law." God gave it to show us what His standard is so that in doing so we may realize how far we all fall short of it, and thus, that God alone is justified in judging or condemning, for we are all guilty. As Jesus said, let Him that is without sin cast the first stone. The Law in providing the basis for what we know to be wrong, thus shows us we need God's mercy.
Then come the historical books, like Joshua, Judges, Ruth, 1 and 2 Chronicles, 1 and 2 Kings, 1 and 2 Samuel, Esther, and Nehemiah. These chronicle much of Israel's history and God's interaction with people for hundreds of years. It is often said, those who don't know their history are doomed to repeat it. I suspect these historical books are given not only that we may understand better God's interaction with people but also common mistakes made by people just like us.
Then there is the wisdom books, Job, Psalms, Proverbs, Song of Solomon, and Ecclesiastes. In these books is hidden a wealth of wisdom to apply to all venues of everyday life, written by David, Solomon, and Job. David and Solomon were both 2 of Israel's greatest rulers, and Job was at one point the most influential man in the middle east.
And finally, the remaining books, Isaiah through Malachi, form what is known as the prophets, foretelling of that which is to come, with much about the coming Messiah and other future events. Sometimes we can even figure out exact dates based on times given like that in Nehemiah 2 {month Nisan, in the 20th year of Artaxerxes the king, or 445 B.C.).
Interestingly, that time allows us to precisely date, when comparing with Daniel 9:25, the exact time when the Messiah is to come. Since the babylonian calendar time of 360 days was used, you then multiply 360 days * the 69 weeks of 7 years each, so 360 * 69 * 7 or 173,880 days unto "the Messiah, the Prince."
To get our current year we must then divide by 365 to get 476.38356 years, which when added to the 445 B.C. date we have from archeological evidence we get a date of roughly 21-22 A.D when the Messiah was to start His public ministry. The 70th week which would account for 49 years is said in Daniel 9 to be when the sacrifice and offering would cease.
And in 70 A.D. the temple at Jerusalem was destroyed indeed by Rome, so that the offerings did cease, which today are no longer a custom by Israel. To see a thorough elaboration of the points, you can see the Scofield note on the topic. At any rate, many of the prophecies have now been fulfilled, including many Messianic prophecies fulfilled by Jesus.
As for the New Testament, in it we find the fulfilling of the promises and hints of the grace to come by the Messiah. We see the fulfilling of the prophecies and the revelation of which the Old Testament prophets could see and show only a shadow of. It is small wonder then that the last book of the Bible is called "Revelation" for it is God's revelation of that which He has now made clear, known, and open about His long-ago promises.
Grace and truth are now revealed as being free to all in the person of His Son, Jesus Christ.