One of the things I found most helpful when I was first exploring Orthodoxy was to acquaint myself with church history and where the Orthodox Church fit in.
A helpful pamphlet by Conciliar Press, "A Timeline of Church History," was my first introduction. I've added a pdf of the pamphlet to the "New to Orthodoxy?" tab, above.
In the beginning, we ALL were Orthodox! However, several events are pivotal in the creation of the various denominations we see today:
1054: The Great Schism. This is where the Roman church broke off to form the Catholic church. The pamphlet describes the issues.
1517: The beginning of Protestantism. Again, the pamphlet describes the event. To give Martin Luther credit, however, he was not protesting Catholicism per se, but the corruption that had entered the Catholic Church.
1529: The formation of the Church of England by King Henry VIII. Although the pamphlet does not go into this in detail, the formation of this church was due entirely to the fact that Henry wanted to divorce one wife and marry someone else. He had no ecclesiastical power except the one he believed he had as his right by kingship.
And finally, one more event that does not make this timeline.
1525: Zwingli, a humanist, challenges the belief that the liturgical gifts of bread and wine are the actual Body and Blood of Christ. This paved the way for Protestant churches to change the Eucharist into a Communion, merely a memorial service of the last supper where Christ is present only as a remembrance, not in actual fact.
Learning how the various churches came to be is quite helpful in examining what we believe and why. For a more thorough treatment of the development of the Orthodox Church, I recommend the book, "The Orthodox Church" by Kallistos Ware as a readable and lively introduction to this history.