The first set of Scriptures was given by Moses to the children of Israel as they crossed the Jordan into the promised land. It was the Torah, the first five books of Moses. There were no other books as we know the Bible to be today, just those five. God instructed Joshua to study those Scriptures and to learn their truths.
This book of the law shall not depart from your mouth, but you shall meditate on it day and night, so that you may be careful to do according to all that is written in it; for then you will make your way prosperous, and then you will have success. JOSHUA 1:8
The Apostle Paul was a scholar of the Scriptures, but in his day he had the Tanach (the Old Testament). He encouraged Timothy to learn those same truths of Scripture.
All Scripture is inspired by God and profitable for teaching, for reproof, for correction, for training in righteousness; so that the man of God may be adequate, equipped for every good work. 2TIMOTHY 3:16-17
Most Bible studies of today are not what Joshua or Paul did. Instead of digging into the Scripture and letting the Spirit of God lead you into the truth, most folks listen to a study done by someone else with him telling what the truths are. You can learn to study the Scriptures for yourself and glean the truths directly from the Holy Spirit. This DVD presents ten specific steps on how to study the Scripture, without using commentary, and learn how to be spiritually fed by the Holy Spirit. This program will show you how to do “exegesis,” to draw out the meaning of Scripture. It will also teach you to meditate and think on the Scripture by asking questions and then finding the answers to those questions. (1 Video DVD)