The book of Daniel starts out with the first leg of the Babylonian captivity, where boys from the royal families are taken to Babylon to be converted into Babylonians, they even give them new names. King Nebuchadnezzar is looking for their best and brightest, kind of like a talent scout, and we are introduced to the writer of the book, whose Hebrew name is Daniel, also called Belteshazzar by the Babylonians, which means "Bel protect the king".
Daniel and his friends, Shadrach, Meshach and Abednego decide to remain faithful to the God of Israel in a pagan land, and as employees of a pagan king. They become the archetype for believers living in a pagan world throughout the age of the gentiles, which started with Babylon's overthrow of Jerusalem and continues to this day. As Hebrews they had dietary restrictions but also didn't want to associate with drunkenness, so they asked their handler to approve another diet so they would not defile themselves, which in this instance worked out.
Now some things I noticed with this and which I think to be helpful when approaching the study of Daniel, I would first recommend that you read the whole book, all twelve chapters, and take notes of things that seem difficult. This will help give you context, and you will also see that certain chapters are tied together, and that all of it helps in comprehending the prophecies, the visions build upon one another.
I also recommend reading this in conjunction with the reading of the book of Revelation, written by the disciple who Jesus loved, and this book by the one who was greatly loved. There is much here that will help your understanding of Revelation and vice versa.
Read 2 Kings 24 for more historical setting.
I also recommend Matthew 24, which is Jesus' Olivet discourse, these will help you, and a good study Bible that cross references other scriptures so that you get more of the whole counsel of God. Scripture is the best interpreter of Scripture.
Pray a lot and resist the temptation of listening to prophecy maniacs, that pretend at having special knowledge, basically requiring a prophetic word to understand the prophetic word. You will see as you read Daniel that he did not fully comprehend everything he prophesied about, and that much of what he prophesied has already been fulfilled in history, and that what the images in the visions represented were literally fulfilled by literal people in literal places and kingdoms. A lot of his prophecies deal with the intertestamental period, so I would also recommend the historical book of Maccabees.
Chapter 1 of Daniel is written in Hebrew, chapters 2-7 are in Aramaic and chapters 8-12 go back to Hebrew.
In chapter 2 King Nebuchadnezzar has a dream, and it troubles him, but none of his wise men and sorcerers can interpret the dream. We are introduced to the concept of inferior wisdom, that there are some things that can only be revealed to us by God. The wise men have their occult methodology, where you tell me the dream and I consult my magic books or Dr. Freud and then I will give you the answer, but Neb wants them to also tell him what the dream was, and this the devil himself cannot help them with, so they are doomed.
Daniel 7 Part 1 History of the World
Daniel 7 Part 2 Intro to Antichrist
In Daniel 3 we have the story of Shadrach, Meshech and Abednego, who are confronted with the choice of obeying God, who said:
Or obeying the king's mandate to bow to an image, a statue that he had made, covered with gold, and the three young men chose civil disobedience rather than dishonoring the only One worthy of worship, which is the Creator. Now the price for this fidelity was high, the king, even knowing that these were three of the best and most noble in his kingdom, could not go against his ego, so he had them thrown into a furnace. The boys went willingly and were kept alive. When the king looked into the furnace, he could see a fourth figure standing with the young men and asked them to come out. Now he has seen the Hebrew God read his mind for the dream he could not recount and would not for his seers, and also deliver His children from the fire. He knows there is a God now, but he has yet to acknowledge Him as Lord.
Daniel chapter 6 is the sister chapter to Daniel 3, where Daniel is forbidden, by an edict from the king, encouraged by Daniel's enemies, to pray to no other gods or Daniel's God, but only to the king, making Darius a god, a blasphemous and gross thing. Of course Daniel is caught worshipping the true God for he has done so for more than 80 years. He is a faithful servant. Note that all these kings are a form of antichrist and point to a final form that will come in the last days. Daniel and his friends are the models for how we are to respond to such things.
Daniel 4 brings us to another dream that no one can interpret for Nebuchadnezzar, and this dream is a warning against his pride. He acknowledges that God exists, but even the demons do that and tremble. He does not, like most who rule today, want to acknowledge that God is sovereign, above kingdoms, above rulers, above culture and society. The One Who created is over all He creates, yet Nebuchadnezzar looks out over his kingdom and fails to acknowledge that all he has built is from the materials God has made, with the mind God has given him, he sees himself as a god, and God breaks him of this in a field, chewing grass for some 7 years.
Daniel 5 is the sister to 4, where one of Neb's sons, Belshazzar, decides to mock the Hebrew God, and then sees a hand that leaves him a message on the wall. Daniel is again needed to interpret even though it is in a known tongue. We learn that God is patient, yet he will not withhold justice forever. Man has been in rebellion to God ever since the fall, repent while you still can.
Daniel 8 gives us a deeper look into some of the kingdoms from 2 and 7, we see the Medo-Persian empire represented by the ram, and then the Greek empire represented by the goat, the first horn of the goat is alone, like a unicorn, and represents Alexander the Great. He is followed by 4 horns which are the generals that divided the Greek kingdom. From one of these horns, generals, the Seleucid kingdom of the north, comes a little horn, he is Antiochus, a notable antichrist who is a prefigure of the final antichrist that will come from the Roman empire.
In Daniel 9 we see where Daniel realizes from reading Jeremiah, that the Babylonian captivity was to be 70 years, which is almost over. So he prays to God, and the angel Gabriel comes and explains to Daniel that though the time of Babylon is over, yet Israel has continued in her sin, and the time of the gentiles will continue till the end, but that God has also taken from history 70 weeks of years, 490 years that will be part of his redemptive purpose. 69 weeks have passed, Messiah came and died as promised, and so we wait for the the 70th week.
Daniel 10-12 takes us through Daniel's final visions and meetings with 2 angels along with what I believe is a preincarnate visit from Christ. The beauty of the prophecies, though difficult in places, is that God has already decided the end, and that He is sovereign over all of history. The early prophecies and visions had much symbolic representation that all came about in very literal fulfillment. The head was Neb and Babylon, the ram and bear were Persia, the goat was Greece, and the little horn from Greece was most spectacularly fulfilled in Antiochus, so the little horn from the Roman empire will be quite literally fulfilled in some final antichrist at the end, who will be known quite well by the 70th week.
