By the time the four hundred years close, the pieces of the New Testament world are all in place. Rome had imposed a hard peace and a network of roads that the gospel would later travel. Greek was the common tongue of the empire, and the Scriptures already existed in it (the Septuagint). The synagogue had become the center of Jewish life wherever Jews lived, and Jews lived everywhere: a vast Dispersion (Diaspora) scattered from Babylon to Rome. And after centuries of foreign rule, persecution, and disappointment, the hope of a Messiah, a deliverer from David's line, burned hot (Schürer, Div. II, "The Messianic Hope"). Daniel's vision of a coming "Messiah the Prince" after a set span of years (Daniel 9:25–26) was being counted and watched.
The New Testament reads all of this as preparation, not accident. "When the fulness of the time was come, God sent forth his Son, made of a woman, made under the law" (Galatians 4:4); Jesus' first words in Mark are "The time is fulfilled, and the kingdom of God is at hand" (Mark 1:15). The four silent centuries were the long indrawn breath before that sentence. By the end of them the question on which the Gospels turn, what kind of Messiah, and whose, had been sharpened by four hundred years of waiting. That is the bridge from the Old Testament to the New.