Yep, tbh it is kind of wasteful to just go into Thucydides...like you read it, and 95% of it will go over your head (that is a particularly good choice of example because it is at the nexus of sp many important subjects...if you just come in without anything...it is just a normal book).
And, imo, dipping between books is far more effective. Even at university, you are given a few sources and you move between them but it isn't natural. Going between sources naturally at your own pace and based on your own interest/understanding will build far more actual knowledge than trying to shortcut your way there (and yes, Wiki is great for that). It is a shame that doesn't fit into some kind of formal education system...definitely in a subject like history, the end result would be far better work from academics.