Knowing the myths of ancient Greece will aid you in reading ancient greek and Roman authors. Edith Hamilton's 1 Mythology is hands down the best introduction to these stories. Hamilton's compilation of stories is not a strict translation so much as an easy-to-read retelling of the major Greek and Roman myths using modern language. She also enumerates her sources for each story at the beginning of the chapter.
While we're on the topic of mythology, you might as well pick up a copy of Neil Gaiman's 2 Norse Mythology and familiarize yourself with the tales of Thor, Odin, and Loki!