Well, I think it's a drastic and potentially-dangerous oversimplification to say that everything God has to say He has said through Jesus. What does this actually mean? For some, it means that they have only to attend to the Gospels in which Jesus is quoted directly. Anything that Jesus didn't actually do or say is secondary in its value and importance, they believe, and may even be ignored, so long as one is focused carefully upon Jesus and his teachings. I've even heard some declare that a Christian needs only the four Gospels as their Bible; the rest can be ignored. Of course, this ignores the fact that it is men telling us what Jesus said and did in the Gospels; the Gospels weren't written directly by the hand of Christ himself, about himself. What people are trusting, then, when they read the Gospels is the eyewitness accounts, or second-hand recounting of those accounts, not by Christ, but by his disciples.
What these only-the-words-of-Christ folks don't realize is that this reductive kind of thinking was that of at least one ancient heretic (Marcion - though Marcion's redaction of the NT biblical canon was in favor of Paul's epistles, not the Gospels). "All Scripture is given by inspiration of God," Paul wrote to Timothy (2 Timothy 3:126-17), and so all of Scripture is God's word. And since Christ is God (John 1:1-3; John 10:30; Titus 2:13; 2 Peter 1:1), all of Scripture is his word. There shouldn't be, then, a confining of oneself just to the Gospels; the entire Bible contains the words of God, of Jesus, who is its divine Author.
The Bible says, too, that Creation itself declares, or speaks of, God, telling us something of His power and glory:
Psalm 19:1
1 The heavens declare the glory of God, and the sky above proclaims his handiwork.
Romans 1:19-20
19 For what can be known about God is plain to them, because God has shown it to them.
20 For his invisible attributes, namely, his eternal power and divine nature, have been clearly perceived, ever since the creation of the world, in the things that have been made. So they are without excuse.
Man's Moral Sense - the "law of God written on our hearts" (Romans 2:15) - also reveals the moral will of God to us.
It's been said, as well, that "all truth is God's truth." The idea here is that, wherever we find what is true, we find the Author of Truth, who is God. This is because, at bottom, all of Reality, all of what is objectively true about Creation, "emanates" from God, who is the Ground of All Reality. And so, a chemistry textbook contains God's truth about chemistry; a mathematics textbook reveals to us God's truth about mathematics; a physical engineering textbook tells us all about God's truth concerning the subject. And so on.
It should be explained, then, that God "speaks" through a variety of avenues, not just through Christ, though God is best revealed to us in the Person of Jesus Christ.
2 Corinthians 4:6
6 For God, who said, "Light shall shine out of darkness," is the One who has shone in our hearts to give the Light of the knowledge of the glory of God in the face of Christ.