I'm not sure if I missed an explanation in the previous posts as I scanned over them, but although the name "Jesus" isn't mentioned in the Old Testament, Jesus' real name was mentioned in a number of prophetic books and in the books of the Law. "Jesus" is the Greek translation of the Hebrew name Joshua (sometimes pronounced Yah-shoo-ah). God, through His Holy Spirit, used the words of the prophets (including King David and Daniel) to gradually reveal the person of His Son, His name, His place of birth, His ministry in His earthly life, His purposes in the redemption of man from sin, His role as our legal advocate before the father and as our high priest. God, through providence, or His Sovereign control over all creation, even used History, as it is recorded in scripture, to reveal the person of His Son. The assistant of Moses, called Joshua by Moses, was a "type" of Jesus Christ, a man of war who led his people through the Jordan river to take possession of the land of Canaan. I can say this because the scripture tells us that Joshua's real name was Oshea, son of Nun, but Moses called him Joshua. In the book of Deuteronomy you'll find a passage in which Moses tells the tribes of Israel that he will not cross over Jordan with them, but that Joshua will go before them, and Moses also tells them that the Lord Himself will go before them. Moses picked Joshua to lead Israel after his death, but he could've picked others, such as Caleb, the man also found faithful from the generation that perished in the wilderness, but the Lord chose Joshua as a "type" of the messiah to come and revealed this in many ways, though none of them would be at all obvious without first reading and believing the New Testament scripture, which gives us our only reliable description of the person of Jesus of Nazareth. The prophet Zechariah also revealed the name of the Messiah in a passage talking about a High Priest, also of the name Joshua, "whose name is the branch." This is a fairly cryptic statement taken by itself, but in earlier books of scripture, we find descriptions of the messiah as the "branch of David". The same priest, Joshua, was given a special crown and all this to represent the fact that the "Joshua" to come would be both High priest and King. Another example of a "type" of Jesus in the old testament is the man named Samson, who was a judge of Israel and is written about in the book of Judges. The birth of Samson was announced beforehand by an angel (as was the birth of Jesus). Samson was declared by God to be a Nazirite from birth. The law of the Nazirite is explained in the book of Leviticus, but a Nazirite was one who took a special oath before God and placed himself in a position of societal humility until the oath was fulfilled. Jesus, as the lamb of God, was also born a Nazirite in the sense that He was born for the cross to fulfill the oath of God, satisfying the righteous requirements of the covenant of law, and at the same time establishing a new covenant of peace between God and all people that would enter into His covenant by faith in His Son. Samson fought against the enemies of Israel, but killed more in his death than he did in his life. Jesus waged war upon the enemies of God, and won the greatest victory in His death, even conquering death in His resurrection, and delivering all that would believe Him from its power. These are just two examples of "types" of Jesus found in the Old testament, but neither would be obvious without first being familiar with the New Testament and believing those things which Jesus taught us, first from His own mouth, and later through His Apostles and disciples.
John MacArthur has just begun a study on the Old Testament scripture specifically about seeing Jesus as He is presented in them. While I don't agree with everything that John MacArthur teaches, he is a very thorough scholar, and I'm sure that his study will be worth reviewing. If you're not familiar with him, he's a well known Pastor with a worldwide radio ministry, and his messages can be retrieved in the form of pod casts through the internet. His radio program is called "Grace to You" locally, but is broadcast in other languages and with other variants of the english name.
I pray that the Lord reveals Himself to you throughout the scripture (He wants to do this but you must be willing to receive it.) If you approach the Lord with a sincere desire to know Him and to do His will, He has promised that you will know whether His teaching is from heaven and He will by no means turn you away. In the book of the Revelation of Jesus Christ, we find Him standing at the door and knocking and promising to enter in and dine with whomever opens the door to Him (the door of faith, the door of the heart.) While that was written to the Church, it is also written to anyone who has an ear to hear, which means that if you do hear Him and believe, you are a part of His church, but just didn't know it yet.