Here are five suggestions for your consideration:
- Get a good sense of ancient Israelite history. Consequently, make sure you have a solid history to refer to such as John Bright's A History of Israel.
- Study with Jewish scholars. Check you local library or consider purchasing The Jewish Study Bible, edited by Marc Zvi Brettler and Adele Berlin, with comments, book introductions, and essays by the best of modern Jewish academic scholarship.
- Have one solid Introduction available. Here are two to consider: Walter Brueggemann's An Introduction to the Old Testament: The Canon and Christian Imagination and The Chalice Introduction to the Old Testament. Also worth considering is Jon D. Levenson's Sinai and Zion: An Entry into the Jewish Bible.
- Resource one substantial theology such as Walther Eichrodt's 2 volume classic, The Theology of the Old Testament.
- Get some help with how to read this ancient literature. Two volumes, again from a Jewish perspective, are James Kugel's How to Read the Bible: A Guide to Scripture, Then and Now and Marc Zvi Brettler's How to Read the Bible.