I think one of the challenges to Christianity is the Hebrew Bible. The god of the Hebrew Bible is in stark contrast to Jesus in many ways, but not every way. Did God change between his commands for conquest and genocide, and his commands to love one's enemy? Maybe Marcion was right in some respects; perhaps there are two different entities at work here.
The gospels are certainly in no doubt about drawing a continuity of thought between the Hebrew texts and the life of Jesus. Matthew identifies various prophecies that Jesus fulfilled (especially through his Christmas story), and is clear to point out that Jesus didn't want to abolish the law. John is equally as clear to make sure that Jesus is thought of as the I AM.
They way through this is, as always, to start and end with Christ. What is God like? God is like Christ. And if we take that further, then it's fair to say that prophecy only gains value as future-telling if it is true in Christ. If we miss the vital step at the beginning, then we run the risk of mis-reading any other text we encounter.
1. Then again, drawing Jesus as the logos is a very Greek thing to do. By that logic, if Jesus were born into a taoist society, it would be fair to have written, "In the beginning was the tao ... The tao became flesh and made his dwelling among us."