The first section of the Old Testament is called the Pentateuch, and it refers to the first five books of the Bible: Genesis, Exodus, Leviticus, Numbers, and Deuteronomy. These books are said to have been written by Moses, and are also referred to as "The Law," because they contain the Ten Commandments and other laws passed from God to his people.
The Historical books include Joshua, Judges, Ruth, 1 and 2 Samuel, 1 and 2 Kings, 1 and 2 Chronicles, Ezra, Nehemiah, and Esther. The purpose of these books is to show how obedience to God's laws means good things for people, and disobedience means punishment and loss of God's favor. The book of Judges is a perfect example of this, as it shows a repeated cycle of rebellion, judgment and God's grace.
The Poetic and Wisdom writings include Job, Psalms, Proverbs, Ecclesiastes and Song of Solomon. Job is a great example of the "wisdom" category, because it is the story of how a man named Job's faith in God was tested by a series of events that turned his life upside down. Psalms (especially the well-loved Psalm 23) are well-known for the poetic quality, and similarly, the book of Proverbs is well known for the wisdom that it imparts.
The prophets include Isaiah, Jeremiah, Lamentations, Ezekiel, Daniel, Hosea, Joel, Amos, Obadiah, Jonah, Micah, Nahum, Habakkuk, Zephaniah, Haggai, Zechariah, and Malachi. The only difference between the "major" prophets, which are the first five listed above, and the "minor" prophets is the amount of text in them. The main purpose of the prophets is to impart messages from God to his people.