The Bible doesn’t read like a typical continuous or chronological story. It just isn’t organized that way and that can be very confusing when you start studying the Bible. Think of the Old Testament in three sections: The story (Genesis-Esther), wisdom and poetry (Job-Song of Songs) and the prophets (Isaiah-Malachi). If you read Genesis – 2 Samuel and then pick either 1-2 Kings or 1-2 Chronicles then read Ezra, Nehemiah and Esther you have read the chronological story of the Old Testament. The books that remain (wisdom, poetry and prophets) all fit back into the story at various places. David wrote many of the psalms. He is mainly in 1-2 Samuel. You will find many of the prophets in the books of Kings and Chronicles.
The New Testament is very similar in its organization. The story goes like this: pick one of the four gospels (Matthew, Mark, Luke and John) and then read Acts. You have just read through the entire New Testament story. Paul’s letters fit back into the book of Acts in various places. You can find many of the cities Paul wrote to in his missionary journeys in Acts. The general letters (Hebrews-Jude) are less easy to connect back in and the communities they are writing to are far less obvious than for Paul. Revelation stands on its own as apocalyptic literature (apocalyptic is a fancy word for divine things revealed through visions).
Second, it is also important to know how to find the whole story. To do that I recommend using a children’s Bible. Don’t be embarrassed to pick one up and read it through cover to cover as many times as you need. This will give you the overarching story of the Bible. Then as you read back through the entire Bible or study various pieces of it you will more readily be able to connect the stories and where they fit into the bigger picture.