Joshua

Joshua is the first book in the Bible that's not considered part of the books of Moses. However, it none-the-less feels quite connected with the first five books preceding it.  I can see how they could all be considered part of the same literary unit, although the most important difference is that as far as I can tell, there are no new laws given in this book.  It's an immediate sequel to the preceding books, though.

Joshua tells the story of how God used Joshua to lead the people into the promised land, and the various battles that he leads them into battle with (often miraculously).  It's kind of a violent book, but the ultimate theme seems to be something of the effect of the importance in trusting in God to give you what he promises.  The promised land is often seen to Christians as a symbol for heaven or salvation, so you can see a theological implication in this story.  Interestingly, the names Joshua and Jesus are actually the same name in Hebrew (something like "Yeshua").  They just get translated into English differently since Jesus' name was written in Greek (plus various quirks of history of English).  Both names mean something like "God saves".

It's at this point in the Old Testament narrative that the Jewish people now have a land of their own.  This becomes an important theme throughout the rest of the Old Testament.