The first book in the New Testament is the Gospel of Matthew. It's author was a tax collector until he was called by Jesus to be one of His 12 disciples.
Matthew's Gospel was written about 20-30 years after Jesus had ascended to heaven. During that time the good news had spread throughout the Roman Empire, but Christians were starting to be persecuted. The aim of Matthew's Gospel was to strengthen the faith of Jesus' followers during these hard times, and also to give them a tool to help them spread their faith to others.
Matthew 2:16-18
"Then Herod, when he saw that he was mocked of the wise men, was exceeding wroth, and sent forth, and slew all the children that were in Bethlehem, and in all the coasts thereof, from two years old and under, according to the time which he had diligently enquired of the wise men. Then was fulfilled that which was spoken by Jeremy the prophet, saying, In Rama was there a voice heard, lamentation, and weeping, and great mourning, Rachel weeping for her children, and would not be comforted, because they are not"