Precisely! He's saying, as basically as can be, you can't follow me if you don't know my law, or my history (prophets). I mean, in the most basic terms, the 10 Commandments are OT laws, would you ignore them? No, but many Churches remove the 3rd Commandment (Graven Images, Using Gods Name In Vein), and reword the 4th (Keep the Sabbath). So basically, he wants you to read the WHOLE book; he wouldn't waist all that paper. So "Study and show thyself approved in the sight of the Lord."
Here's a link to a Tanakh, by the way: