Quite decently, actually. We have the sermons and homilies of priests, bishops, and general preachers from pretty much any given era of Christian history. Furthermore, we have both allusions to the mass, its form, etc. and thorough descriptions in the literature, in varying degrees, throughout the pre- and early-Medieval period as well.

If this is of any use to you, here is a very non-exhaustive list, chronologically ordered, of some of the primary data we have.

• (Authentic) Pauline Letters (ca. 45-55), especially 1 Corinthians 11, which speaks of the practice of observing the Lord's supper

• The Acts of the Apostles (ca. 75-90), describes meetings for Christian worship (e.g. ch. 2) and has many instances of preaching and homiletic activity (e.g. 17.16-34). The historical accuracy of Acts for the events it purports to describe is surely contestable, but that it reflects the situation of the author and his community is more than reasonable.

• 1 Clement (late 1st century) is an epistle addressed to the Corinthians from Rome containing injunctions to resolve certain communal and ecclesiastical disputes, notably contains a clear command to read Pauline letters, presumably in a public setting (xlvii. 1)

• The Didache (early 1st century) is something like our earliest catechism, and contains descriptions and instructions on the celebration of the Eucharist, Baptism, and Church hierarchy and ordinances.

• The Letters of Ignatius of Antioch (ca. 110) bear witness to a nexus of inter-church communication, authoring seven to respective churches quite liberally. Clearest early attestation to the bishopric and the elevation of the monoepiscopate in ecclesiastical affairs (e.g. in Magnesians 3-4)

• Pliny's letter to Trajan (10.96-97) a pagan governor writing for the Emperor's counsel on how to deal with Christians, reports that "they were accustomed to meet on a fixed day before dawn and sing responsively a hymn to Christ as to a god, and to bind themselves by oath, not to some crime, but not to commit fraud, theft, or adultery, not falsify their trust, nor to refuse to return a trust when called upon to do so. When this was over, it was their custom to depart and to assemble again to partake of food--but ordinary and innocent food."

As the second century runs its course, we begin to amass an outstanding amount of testimony, from Irenaeus (e.g. Adv. Haer. V.2) to Tertullian (On Prayer, On Baptism etc.) on the liturgical and devotional life of the church. Clement of Alexandria, active in the latter part of the 2nd century, offers some great attestation, eg. in Paed. III.11 he writes: "Woman and man are to go to church decently attired, with natural step, embracing silence, possessing unfeigned love, pure in body, pure in heart, fit to pray to God. Let the woman observe this, further. Let her be entirely covered, unless she happen to be at home. For that style of dress is grave, and protects from being gazed at. And she will never fall, who puts before her eyes modesty, and her shawl; nor will she invite another to fall into sin by uncovering her face. For this is the wish of the Word, since it is becoming for her to pray veiled." We have fragments also of some of his sermons.

The 4th century is something of an explosion when it comes to our data, and any cursory examination will find plenty of sermons and homilies, and even the emergence of clear liturgical forms (e.g. in the Liturgy of St Basil or the Liturgy of St John Chrysostom). From this point we are never really wanting in attestation for sermon transcripts or clear manuals or forms of the liturgy.

I want to add that weekly sermons were not the norm in the medieval church. Many priests, especially higher ranking ones, did not give sermons at all. Some of the local priests were even illiterate.

One of the pressures of the reformation and counter-reformation was to correct this, encouraging priests to have proper educations, and to give sermons regularly.

Source: Owen Chadwick, The Reformation (Penguin History of the Church #3)