Reading the books chronologically also helps. You'll understand more of the references and see how the books build on each other (https://en.wikipedia.org/wiki/Great_Conversation) e.g. Homer (Ilad) -> Virgil (Aeneid) -> Dante (Divine Comedy).
Modern translations are great too. You can always go back and read more "faithful" ones. Some good examples are: The Divine Comedy (https://www.amazon.com/Divine-Comedy-Dante-Alighieri/dp/0871...) and The Canterbury Tales (https://www.amazon.com/Canterbury-Tales-Retelling-Ackroyd-Cl...).
That said, the best approach may be: don't worry about it. Sure you'll miss things, but you'll get valuable insights too.
And because most readers are centuries removed form the original context of the text, a direct reading also skews their interpretation significantly because most will read it through their own 21st century lens (this is how chronological bias seeps in).
Companion texts (or commentaries) might seem like crutches or training wheels because they only present one interpretive option (which could reflect a commentary author's biases).
The remedy is use more than one commentary, not necessarily to discard all commentaries. Critical thinkers do this instinctively anyway -- for instance, we click on multiple Google News links to figure out what's going on.
Commentaries help a modern reader to get to speed on the historical context and thinking that was present during that era, which in turn helps them to formulate their own (more informed) thoughts. One could try to piece together this material by inferring stuff from the text, but chances are one would be wrong about the details and one would have to consult secondary or tertiary materials anyway.
In Chaim Potok's "The Chosen" (fiction), there's a Hasidic character named Danny Saunders who was a prodigy, praised by all for his intelligence. He had an eidetic memory and great ability for analysis, but found himself stumped when reading original texts in psychology. He studies German in order to read Freud, but he gets stuck on the fact German words can be understood in many different ways, when he only wants to find the ONE way.
He has a breakthrough when he realizes that Freud's works need to be studied, not read. His epiphany led to him studying Freud using Talmudic methods (with multiple commentaries), arguing with it, etc. and finally, the text yields to him.
TLDR: when a text stumps you, try reading it with multiple commentaries.
If you just want a story, which is what almost all readers actually read for, just read it as it is, and if doesn't make any sense you are perfectly entitled to think it was a shitty book.
Frankly I think a (fiction) book must always be able to be read as-is, unsupported by outside means, else it is no longer a book.
(You hear that Greg Egan?! You wrote a really bad text book or a pretty good fiction book with pointless homework included every now and then.)
That seems alien to me, the notion that access to an interpretation prevents you from forming your own.
That information may alter your perception of the primary resource.
Annotated books are also good.
Reading groups are a great help. Even one other person to ask questions with, read passages to, and discuss--can help encourage you and add a lot of enjoyment.
Find a pace that works for you and your book. Too slow and one can lose the big picture. Too fast and one can miss key details. Some works work well when read aloud; Shakespeare's like that.
Lessing's Courageous Stand for Toleration:
To advance freedom of thought, Lessing published an essay of one hundred paragraphs outlining the history of religion. The wrath of orthodox churchmen was hurled at his head, and Lessing was left alone to defend his daring theories.
Read from The Education of the Human Race Vol. 32, pp. 185-195
E.g. Vol 51, p22: "The Germans were crude and military; the Latins were subtle and peaceful".
A modern canon would be much be better, such as we learn it in todays schools.
That's a perfectly sensible way to go, in most cases. You also don't have to start with the wankiest things just because they used to beat this stuff into 10 year olds in original. Anabasis is a lot easier than History of the Peloponnesian War