Orthodox Conversion to Judaism
The Megillot:
What the Tanach contains:
Shir Hashirim: The Song of Songs is described by our Sages as being the most holy of all Prophetic literature.  King Salomon, the author, presents the love between the Jewish people and G-d in the form of a poetic dialogues between a man and a woman.  Extensive Midrashic and Rabbinic commentaries elucidate this beautiful work and explain the depth of the allegories used by King Solomon.
Esther: The scroll of Esther, named for Queen Esther, relates the story behind the celebration of Purim.  Set in the capital of Persia, Shushan, in about 350 BCE, it details the threat to the Jewish people by Haman's plan of annihilation.  The Jews were saved by a miraculous turn of events, precipitated by Mordechai and Queen Esther.  It is read publicly on Purim and teaches us to give thanks to G-d, and to "give charity to the poor and send presents to our friends".
Ruth: During the period of the Judges, a Moabite woman, Ruth, and her Jewish mother-in-law, Naomi, both lost their husbands after having left Israel during a famine.  Instead of returning to her people, Ruth converted to Judaism, and after marrying Boaz, gave birth to a son who was King david's grandfather.  She embraced Judaism with the famous phrase: "Wherever you go, I will go,... your nation is my nation, and your G-d is my G-d."
Ecclesiastes (Kohelet): Ecclesiastes was written by King Solomon, who refers to himself here as Kohelet, Son of David.  In this book King Solomon analyzes the futility of a totallly materialistic life, and points out the frustration and the cynism of one who lives without a spiritual dimension.  The famous opening statement of Kohelet is "Vanity of vanities, said Kohelet,vanity of vanities, all is vanity".
Psalms "Tehilim"
'praises', the Hebrew name of Psalms, refers both to the content and purpose of this book.  King David givs expression to the whole range of human emotion and thought as it relates to G-d.  He captures trough poetry and song, the praise of the soul for G-d in all situations, both favorable and unfavorable.  Much of Jewish liturgy, music and poetry is based on Psalms.  They form a central part of the Jewish prayerbook (Siddur) and were sung by the Levites in the Temple.
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