I just finished up my Old Testament class on the Prophetic Books. My professor has been elaborating the point that one cannot understand the New Testament apart from the Old Testament. At first this may sound somewhat biased...of course an OT guy is going to say that to be true. But a simple reading of Jesus and Paul should quickly alert the reader that the OT is important, it is quoted directly and indirectly repeatedly throughout their teachings. As this class progressed, it became clearer and clearer to me how muddled my understanding of the Scriptures is, even after all of my studies. At first this sounds discouraging, but it is actually inspiring. Like you, I want to know my Bible better. And like you, I have so much more to learn. And like you, the more I get into it and study, the more I understand, and the more I understand, the more illumination I receive upon the truth.
This takes me to our Psalm 119 reading this past Sunday. In the ESV reading, it goes "Teach me, O Lord, the way of your statues, and I will keep it to the end". That is what Jesus did...he says in John that He only did what the Father instructed him to do...and he taught us the way of God, that we might follow it to the end. Verse 34 ends with "observe it with my whole heart" which sounds like the Great Commandment.
Basically, the more you understand the Old Testament, the more you'll understand the New Testament. Right now, in your Scripture reading, you are reading a lot of OT stuff...just know that the more you "get" the OT stuff, the more illuminating will be your NT readings. When you read the NT, be looking for OT connections.
If you have questions, post them...others are sure to have similar ones.