If you’re trying to find out how Christianity went from being Jesus and a few people following him in Israel, to there being a Roman Emperor who considered himself a Christian, the definitive ancient work to read is Eusebius’ Church History.
I read the Penguin edition, which has a long introduction, a map of Roman Europe, and a “Who’s who in Eusebius” section at the end – giving brief biographical details of the hundreds of people named in the work.
Translated from Greek into English, this ends up being a fairly readable account. For me, it opened up a period of Christian history that I knew little about, and helped me understand how a lot of church teaching came about.