One thing you're missing is the joy of hearing God speak to you through its pages, and discovering that He loves you and wants you to be part of His family.
And this is exactly what the people you read about in the Bible discovered, because the story of the Bible is the story of God's plan for the human race. Although they lived a long time ago, in many ways they weren't much different from you and me. They had the same problems and struggles we have, and they experienced the same hopes and fears we do. Most of all, they wanted to know who God is and how they should live.
At the same time, I know the Bible seems overwhelming if you've never read it before -- so let me make some suggestions. First, get a modern translation you can understand; your local Christian bookstore can help you with this. Second, instead of starting at the beginning of the Bible (as you'd do with other books), start with one of the Gospels in the New Testament, such as John. Jesus Christ is the center of the Bible's message, and the Gospels will help you discover not only who He is and what He did for you, but why you should turn your life over to Him.
In addition, always pray before you open your Bible, asking God to speak to you through its pages. Let Samuel's prayer to the Lord become yours: "Speak, for your servant is listening" (1 Samuel 3:9).