The books of the Hebrew Bible are divided into groups, and follow the order below.
The Sadducees only accepted the five books of Moses, which is why Jesus used "I am the God of Abraham, Isaac and Jacob" from the Pentateuch to prove the resurrection to them. The Pharisees accepted in addition the Prophetical Writings: hence the common use of the term "the law and the prophets" in the gospels. Jesus makes clear to his disciples his acceptance of the entire Hebrew Bible in Luke 24:44, the reference to "Psalms" being an accepted shorthand for all the sacred writings.
The order used in Christian Bibles (in brackets) derives from the Septuagint, which tried to group them (not entirely successfully) more historically, or by author, but this is of no spiritual significance, and loses in the process the distinction between the different types of writings, and the varying status ascribed to them by the Jews. When looking for the first occurrence of a concept in Scripture, the Hebrew order is more relevant.
The Law or Pentateuch (The 5 books of Moses):
Genesis (1)
Exodus (2)
Leviticus (3)
Numbers (4)
Deuteronomy (5)
Early Prophets (prophetae priores):
Joshua (6)
Judges (7)
1 Samuel (9)
2 Samuel (10)
1 Kings (11)
2 Kings (12)
Late Prophets (prophetae posteriores):
Isaiah (23)
Jeremiah (24)
Ezekiel (26)
Hosea (28)
Joel (29)
Amos (30)
Obadiah (31)
Jonah (32)
Micah (33)
Nahum (34)
Habakkuk (35)
Zephaniah (36)
Haggai (37)
Zechariah (38)
Malachi (39)
Sacred Writings (hagiographa):
Psalms (19)
Proverbs (20)
Job (18)
Song of Songs (22)
Ruth (8)
Lamentations (25)
Ecclesiastes (21)
Esther (17)
Daniel (27)
Ezra (15)
Nehemiah (16)
1 Chronicles (13)
2 Chronicles (14)