The story of what?

The story in Deuteronomy (the last book of the Pentateuch) ends with the tribes of Israel encamped in Moab, the area east of the Jordan River. They were preparing to enter Canaan, the land God had promised (Ul. 1:1-8, 34:1-8). The latter part of the book of Deuteronomy also tells the story of the death of Moses and the selection of Joshua as the next leader of Israel.

Among Christians, the OT books after the Pentateuch, Joshua to Esther, are known as the Historical Books. These books tell the history of Israel as a nation already living in the land of Canaan. Although they are called historical books, they are actually different from today's history books. The events recounted in these books are more often concerned with religious teachings about God and God's relationship with Israel than with the historical facts of the events themselves. As such, these historical books in the OT are actually more akin to exciting stories than accurate and reliable historical accounts. Two of them, Ruth and Esther, are more like short stories than historical books.
These books speak of a long series of stories that took place around 1250-150 BC. There are a number of important events and main characters in the story.

The second important event was the change in the system of government, which was from a tribal government to a kingdom (monarchy) ruled by a king. The books of 1 and 2 Samuel tell how Saul was chosen to be the first king over Israel, and describe a number of events that led to David becoming the second king of Israel. An important part of this second event was David's choice of Jerusalem as the capital of Israel.

There are four characters who play important roles in the historical books. Joshua was the leader of the Israelites after Moses died. He was the one who led the Israelites into Canaan and helped them settle the land by tribes. Samuel was the last judge of the Israelites. It was Samuel whom the Israelites asked to choose a king for them. However, he warned that their request for a king showed that they lacked trust in God's leadership. The most important and beloved king of Israel was David. The events in these books of history speak of David's faithfulness to God who promised that his descendants would always be kings. Ezra was a leader who led the Israelites back from exile. He was the one who re-established the Israelites' commitment to faithfully worship God and obey His laws.

Source: Study Edition Bible