The Holy Scriptures. This can be sort of a sticking point for folks becoming Orthodox having left protestant traditions where Scripture is exalted and Holy Tradition essentially ignored. Nonetheless, without the latter we wouldn’t have the former, but that’s a discussion for another time. We believe that Holy Scriptures are a collection of books written over several centuries for different audiences by men who were inspired by God to do so for our benefit. It was written by the Holy Prophets and Apostles, inspired by the Holy Spirit, and collected and canonized by the Church. Our Old Testament is from the Greek Septuagint (the texts Christ and His Apostles used) which is quite a bit older than the Hebrew Masoretic text, and the New Testament was written over the first few centuries AD; the first mention of the NT canon as we have it comes from St. Athanasius’ Paschal letter of 367.
As to how we ought to approach the Scriptures, everything should be read by an Orthodox Christian through the lens of Jesus Christ as He is revealed to us in them, particularly in the Gospels. While we read and utilize all of Scripture it’s not all equal in our eyes, e.g., you will hear the Gospels and Epistles in the Divine Liturgy, but never Revelation; you will hear a lot more Psalms than you will texts from say Numbers or Deuteronomy. Similarly, you shouldn’t attempt to read it all literally - there are loads of allegorical and typological sections, especially in the OT, and similarly, there are “unpleasant” parts of the OT that shouldn’t be discarded, but rather read in the context of proclaiming the coming of Christ. Sometimes what we read will seem sent by God (and I’m inclined to agree) to uplift or challenge us; sometimes the text will confuse or dishearten us - either way we ought to ask God to reveal to us His will that we might be directed by it. Finally, we interpret the Holy Scriptures through and in the Church, never apart from it, and always in the context of Holy Tradition. We shouldn’t be surprised when those outside the Church either misinterpret the Scriptures or try to use them against us - when we’re presented with questions, we bring them to the Church for help in answering them as Orthodox Christians.
So how do we read them? Ideally in the daily readings provided in the Prologue of Ohrid, most calendars and calendrical applications; this will assist you with the context in light of the saints of the day, and really makes more sense than trying to plow through the whole Bible in its published order. If you do decide to tackle the whole thing, I would advise you start with the Gospels, then Acts, then the Epistles, then go back to the Psalms and the Wisdom portions of the OT (Proverbs, Job, Song of Songs, Wisdom (duh), Sirach, and Ecclesiastes). As for the rest of it, you actually hear quite a bit of the Bible in the Divine Liturgy, and you’re probably starting to memorize some Psalms that you hear frequently as part of our services.