And taking the twelve, he said to them, “See, we are going up to Jerusalem, and everything that is written about the Son of Man by the prophets will be accomplished. For he will be delivered over to the Gentiles and will be mocked and shamefully treated and spit upon. And after flogging him, they will kill him, and on the third day he will rise.” But they understood none of these things. This saying was hidden from them, and they did not grasp what was said. (Luke 18:31-34)
In the above video, Mark Driscoll does a really good job introducing six general categories explaining what Jesus meant when He said in numerous places like Luke 18:31-34 about how the Scriptures testify to Him (the full message has his full explanation).
1. Christophanies. These are the appearances of Jesus in the Old Testament before His incarnation. In these Jesus frequently appears as “The Angel of the Lord” (which is different than “AN angel of the Lord”). Passages to study include: Judges 2:1-5; Joshua 5:13-15; Isa. 6:1-13.
2. Types. Old Testament representative figures and institutions that foreshadowed Jesus. These include the tabernacle, the sacrificial system (now you’ve got a reason to go read Leviticus!), the prophets, priests and kings (esp. David & Solomon). Key prophetic ministries to study are Elijah and Elisha.
3. Analogous service. These are people who do things that ultimately Jesus does perfectly and completely. TIm Keller & Sinclair Ferguson do a brilliant job explaining these here.
4. Events that prophesy the coming of Jesus.This would include the Exodus—particularly the Passover—where the Israelites were freed from slavery in Egypt. The entire book of Exodus gives us a glimpse of what Christ came to do. As the people crossed the Red Sea, they were crossing from death to life. Death awaiting them at the hands of Pharaoh’s army to life in the land God had promised. In Christ, we cross from death in our sins to eternal life with Him.
5. Titles that refer to Jesus. These are titles for God in the Old Testament that refer to Jesus. Redeemer, Savior, Lord of Glory, Husband/Bridegroom, Light, Rock, Shepherd and Son of Man are among those titles.
6. Old Testament prophecies about Jesus. Different from category 4 which are events that point to Him, these are prophecies about Jesus directly. These include Isa. 7:14-15, 52:13-53:12; Psalm 110; Deut. 18:14-22 among others.
I hope having a sense of these broad categories will help you to see Jesus as you read the Old Testament.