Have you ever tried your hand at a 2000 piece puzzle without the cover picture? In the Gospel According to Luke, the disciples had the crucified and risen Jesus in front of them in the flesh. And they didn't get how it all fits together! Also,
“…[t]he disciples had all the pieces of the Old Testament in front of them [too], but until Jesus put the pieces together properly, they failed to grasp that the Scriptures’ message centred in him. They had lived with Jesus for several years, yet it was there, on the pages of Scripture, that they truly saw Christ for the first time.”
So, we go back to the OT to see Jesus in the Psalms and sample the Psalter. But to understand the Psalms, we need to know why David is so important, so we begin in 2 Samuel 7.