What does God want?

Hebrews 10:5-10

So, God sets up this system of sacrifice, law and temple rituals and now the author is shredding it because something superior has come through Christ. All the arguments so far make sense but it does raise the question, how could the common person in Israel have known that the temple rituals were not enough? For that matter, how could anyone outside of Israel have known about God and his requirements? First, I think that this speaks to the huge responsibility that leaders had and continue to have. The common person in Israel probably was not able to read and was completely dependent on the religious experts for not just interpretation of the covenant but to read the covenant to them. The NT writers also speak of the huge responsibility that teachers and leaders have. This responsibility, when I understand it fully, fills me with incredible fear. By God's grace, this is not the debilitating fear that prevents me from doing anything but the motivating fear that causes me to be very careful in my actions, words and interactions.
In these few words from Psalm 40 the whole sacrificial system would be threatened: "Sacrifice and offering you did not desire." The author even mentions that these offerings were offered according to the Law. In other words, the people were being obedient to what they knew. I mean looking back it is clear that the psalm was pointing to obedience being more important than rituals and, ultimately, to the obedience of Christ and his ultimate sacrifice. But how were the people who were living then supposed to see that?
My main concern is that if the people who lived under the Old Covenant were unable to see the coming promise of the future New Covenant, what am I missing? Is it possible that, just as the religious leaders then misinterpreted the role of the temple rituals and the law, religious leaders today are misinterpreting the Scripture? The author will argue that people who lived under the Old Covenant, and even before the Old Covenant, were able to see beyond the Covenant and rituals to the Promise by faith (chapter 11). I guess the answer to my concern is to continue to grow in faith in God; that the Spirit will illuminate my mind and heart to understand and, more importantly, obey the Scripture. It is also to see that everything, including the sacrificial system and laws of the former covenant, points to Christ. If I keep seeking Christ, I won't miss the point.