Tim Keller comments on Luke 24:27: "And beginning with Moses and all the Prophets, he interpreted to them in all the Scriptures the things concerning himself."
If you think the Bible is all about you – about what you must do and how you must live and how you have to do everything in order to get the blessing – then of course you don't need a Messiah who dies for you. All you need is the rules.
But there are two ways and only two ways to read the Bible. You can read the Bible as if it is all about you and what you must do, and what you have to run around doing in order to get the blessing. Or you can read every part of the Bible as all about Him and what He has done for you. Is it all about you or is it all about Him?