@Claymoree The Old Testament books contains prophecies about Jesus, starting right off from Moses in the book of Deuteronomy chapter 18 verse 15:
"The LORD thy God will raise up unto thee a Prophet from the midst of thee, of thy brethren, like unto me; unto him ye shall hearken;"
And you'll see a bunch of prophecies on Jesus in the book of Psalms and Isaiah.
Then in the New Testament, Jesus's teachings basically makes reference to most of the books in the Old Testament. This is mostly because Jesus was preaching in Israel and so he based his teachings on the Jewish culture. So studying the Old Testament would help to understand some parts of the New Testament, but I do agree if some people think the New and Old Testaments were talking about very different things. This is because the last book in the Old Testament is over 400 years away from when Jesus was born, and so people sort of lived in a different era. Jesus also preached the true meaning of the Old Testament, which blew people's minds away so much that he got crucified in the end.