If you've never read the Bible before, I don't recommend simply going from start to finish. Instead, read it this way:
- Genesis (all)
- Exodus 1-20
- Numbers 11-27
- Psalms: 1, 18, 22, 23, 32, 34, 36, 42-43, 45-46, 51, 69, 70, 72, 87, 93, 95, 98, 100, 110-134
- Isaiah: 4-9, 14, 25-26, 40, 42, 49-56, 59-66
- Matthew-Jude (all)
- The rest of the Old Testament
- Revelation
- Apocryphal books (optional)
This helps you to see Jesus as the fulfillment of the Old Testament, and then to go back and fill in the gaps.