In the New Testament we read that the holy days as well as the sabbath are important because they are a shadow of things to come.
Let no man therefore judge you in meat, or in drink, or in respect of an holyday, or of the new moon, or of the sabbath days:
Which are a shadow of things to come; but the body is of Christ. Colossians 2:16-17
As a Christian of things to come would most importantly be the Second Coming of Christ, and so I find learning about the holy days is a dress rehearsal of things to come.
Of the first four Feasts in the Bible:
Jesus Christ the Messiah fulfilled all of them with his death, burial, resurrection, and the pouring out of the Holy Spirit. As one studies the fall feasts, one understands that He will come the sound of a trumpet, there will be a judgment and then the millennium. As I am new to studying the feasts, I cannot say I understand everything about them, but I can say with absolute certainty that I am going to continue in my studies because I want to know more about what is to come.