Hi Jt,
Any good study bible will give you the best 'guess' for when the various books were written. Understand that most of the Scriptures were written between 2,000 and 3500 years ago. There weren't even such things as dates, as we think of them, in those days. Our concept of AD/BC time is a relatively new construct. If you look into most of the Scriptures you will find that they are dated by the reign of the ruler of that day. However, if you look further back to the days of Noah, Abraham, Adam, etc. you will find that no one had any thought of numbering years as we do today. Of the civilizations that did begin to number years they started out with different beginning points.
Consider that there were no 30 year mortgages or 6 year car payments or anything beyond the next few days that anyone was particularly concerned about. There was no such thing as a conversation that began, "Well, I'll see you in 6 months." So, we find that when a 'date' was needed people would say, "In the first year of the reign of King Darius..." Since communication was limited to pretty much just the immediate area, everyone knew when that was. There was probably no need to figure future dates beyond tomorrow or next week.
Keeping all that in mind, one must understand then, that dating the Scriptures can be a challenge. It is believed by some that the book of Job was the first book to be penned. It describes a man who apparently did not live among the Hebrews and so it may, therefore, predate any of the penteteuch, which is believed to have been written shortly after the Hebrews left Egypt. However, this is just a best guess.
If we discard the book of Job, we begin with the pentetceuch, then follow through to Joshua, and then the judges. This describes the creation and then God's call to the generations of Abraham to be His special people upon the earth. After Joshua began the settlement of the promised land, God instituted the legal authority of the judges to rule over His people. Ruth is believed to have been written after the period of the judges, but we also know that the account of the judges was probably written after they lived and served as God's judges or His people. Samuel pretty much overlaps the time of the judges and carries us to the days of the kings of Israel and it overlaps much of what is in the books of the kings also. Then we have the kings and a fairly accurate and full writting of who they were and the things that they did. In the chronicles we find a retelling of much of the time of the kings, but either of these books could have been written about the same time. Then we find the historical books of the days of Ezra and Nehemiah. These are accounts that are fairly personal to just a particular individual among the Israelites. They provide us a glimpse of history, but only as it pertained to the actions of these three individuals. Esther is an account of one particular time during the reign of one particular king of Persia and his dealing with the Jews in while in captivity. It is believed that time told of in Esther actually predates the days of Nehemiah, whose writting also tells of a time that begins with the Jews still in captivity. It is during the time recounted in Nehemiah that the Jews begin to return to their homeland. All of these books to this point are purely historical in nature. While they speak of God and His dealing with His people, their main purpose seems to be to recount the history of the Jews up to the intertestament period, about 400 BC.
Then we come to just various books of godly wisdom that were written by many authors and at various times. Most of the Psalms were written by King David back in the days of the second king of Israel. However, some were written by other contemporaries of that day. The Proverbs and Ecclesiastes and Song of Songs were believed to have been predominantly written by King Solomon in his day and so they can be read along with the kings and chronicles if one wants to read things in some sort of chronological order.
Finally, to round out the OT, we have the books of the various prophets of God who lived at various times. Joel may have been the earliest, about 800 BC. Isaiah and Amos are believed to have been written before Nebudchudnezzar overran Israel and took them captive to Babylon. Hosea was also a prophet contemporary of Isaiah. Jeremiah, who wrote his own book of prophecy and the book of Lamentations, and Daniel wrote about the same time. Daniel even mentions that his understanding of the duration of Israel's captivity under the Babylonian's came through Jeremiah's prophecies. Many of the lesser prophets wrote before and after Israel's captivity and some of their dates of authorship are still questioned, so assuring that they are read in order can be an unknowable task.
This brings us to the NT and we have much better dating for these writings because, 1) It covers a much shorter time span and 2) Our knowledge of more recent history has some better extrabiblical confirmation. However, even in these writings there can be discrepencies of 10 or 30 years in our ability to provide exact dating.
Hope this helps.
God bless you.
In Christ, Ted.