Good resources for further investigation of the Jewish Roots of the Christian Faith:

Excellent bibliography for all books and resources for messianics; avoids the less reliable sources.

Background on Hebrew words, feasts, history

Tikkun, a global family of messianic congregations

Extensive, polished teachings for messianic believers

Messianic Jewish Alliance of America

Union of Messianic Jewish Congregations

American branch of the oldest ministry to and for the Jewish people by followers of Yeshua

Ministry to Jewish people by followers of Yeshua/Jesus

Also, ministry to Jewish people by followers of Yeshua/Jesus

What We Believe and Why by George Byron Koch: insightful, accessible, and a little bit feisty.

Resources you will have to acquire elsewhere, but are worth the effort:
Three movies that will give insight:

Fiddler on the Roof—about life for Jewish families in Europe

Ushpizin—about the celebration of Sukkot among the Orthodox in Israel. Funny and touching.

Arranged—About a young Orthodox Jewish woman who is helped by a young Muslim woman to find a husband. Funny and insightful.

Other about the creation and survival of the modern country of Israel:

The Hope—The Rebirth of Israel

The Forsaken Promise

Against All Odds—Israel Survives- 12 part series on the survival of modern Israel