For decades, the manner in which I read the Old Testament only furthered my shame.
I had forgotten to make the critical shift from the Old Way to the New Way-- the old heart to the new heart. For example, if you read an Old Testament passage like the one below, and forget that something has changed inside you as a result of Christ's work, what would you feel?
"Create in me a pure heart, O God, and renew a steadfast spirit within me." - Psalm 51:10
My reaction would be: "Wow, maybe I should be feeling what David is here; I guess I'm supposed to be confessing my sin, examining my selfish heart and repenting about something. It sounds pretty spiritual and pretty important. What, exactly, am I supposed to be feeling bad about? I'm not sure, but I'd better get to work on this repenting thing and ask God to fix my heart."
The problem with that sort of reaction is that it is out of date. It is an Old Covenant response to a problem that was solved for you in the New Covenant. Meaning....David's cry for a clean heart has already been answered in the work on Jesus for you. You've been given a new and pure heart already because you said 'yes' to him. (Ezekiel 36:26 -- "I will give you a new heart and put a new spirit in you...")
As we read the Old Covenant, we must now read it from a new heart perspective (you now have a clean heart that does want what God wants). We make the shift from guilt and shame...to restoration and freedom of heart.
For more on this, my book Recover Your Good Heart goes into more detail on what Scripture says about our new hearts.