Did people in Jesus time have an unfair advantage because they saw and heard Him preach ?
No, since Jesus is alive forever and we can know Him through the Scriptures. The Holy Spirit is working in us to bring us to spiritual maturity through Bible instruction. Our learning is progressive in nature just as God's revelation is given to us, incrementally. We cannot do spiritual algerbra if we haven't first learned the fundamentals of arithmetic.
We actually live in a time when we have the possibility to know Him better than many who lived when He walked the earth.
For one thing, we now have a completed Bible which allows us, through study with good teachers, to see the “big picture” of what God did in the past, is doing in the present and will do in the future.
In America at least, we are awash in Bibles and all kinds of help in commentaries and churches. And yet there seems to be so much ignorance of scripture, it’s appalling!
What can make the difference? As a believer in Jesus Christ, decide you are going to get a working knowledge of the Bible. You are called to this and nothing can stop you from God’s part.
I suggest you get Wilmington’s Guide to the Bible and Unger's Bible Dictionary. To understand the Bible systematically, I reccomend Charles C. Ryrie's Dispensationalism, Revised and Expanded.
Learn the dispensations in the Bible and save yourself much confusion. All scripture is written for our learning but not all Scripture is written to us. For instance, I simply refuse to obey one command of Christ. He said, " Go and call your husband." Obviously, He was not speaking to me, but to the woman at the well in John 4.
So it is many Scriptures deal with Israel and many others deliniate the Church, while still others speak of the Kingdoms of the Earth. God has an agenda for all three which are distinct yet held in harmony in His Word.
Avoid cults! They often know the scriptures and impress new believers with their familiarity with them. However, they twist the meaning of the verses just as Satan did when tempting Christ.
Three questions to ask any Bible teacher/preacher;
1. Does my simply trusting Jesus Christ save my soul forever?
2. Did Jesus rise from the dead In a real, physical body?
3. Is Jesus God?
A negative answer to any of the three means you are either dealing with a cult or a very poorly taught person who cannot help you know Christ in truth.
Run the other way and look for a church where they answer these three things correctly (YES TO ALL 3). They will also call for people to be born-again through personal faith in the Christ of the Scriptures.
Get a good scriptural foundation built on Christ and His Apostles' teachings and learn to feed on the deep truths of the Bible.
Our hearts can and need to be in awe of God's Masterpiece, His Bible!