My own approach has been more haphazard, following authors, subjects, or ‘slices of history’.
Harold Lamb's books on Genghis Khan, Hannibal Barca, and the Crusades were amazing.
‘Slices of history’ books are like “The Ancient Engineers” by L. Sprague Decamp which is all about the history of engineering in the ancient world; or “A History of Pi” about famous mathematicians in history and their approximation of the ratio.
Snorre Sturlason is amazing. Amazingly unreadable, but Snorre did talk about the Viking discovery of America a few hundred years before Columbus sailed, as well as the history of the Norwegian kings, the founding of Normandy, and the colonization of Iceland.