I often tell people that I learned stories from the Bible ever since I was a small child, but it was not until my twenties or so that I saw how all the disparate stories in the Bible tell one big story. One of the books, perhaps the best book, that helped me see this was Christopher Wrights brilliant The Mission of God. Wright shows that themes from the beginning of the Old Testament show up over and over throughout the whole story. Its not that God all of a sudden, in Jesus, decided to go and save people. Rather, God has always been like this.
If you want to better understand the Bible story, this might be a book for you. Its long but worth it.