The reason the documentaries are so specific is because History is an extremely vast field. More so than any other field of study, History is the study of the actions and decisions of humans from the dawn of man. In order to understand those decisions, you also have to have a decent understanding of social attitudes, societal standards and cultural expectations and sometimes even the geography and climate of the people living at the time, as well as the small events that often lead up to the bigger ones. Because of this, and because history is written every day, no single book, collection of books, documentary or class could possible encapsulate all of history.

Documentaries and books that give alot of detail on a very specific historical event or era are the only way to get started. Most historians have a general knowledge of history (general as in knowing, in general, what happened in a certain era, though they may not know the actual details) while simultaneously having extensive knowledge on a few very specific events or eras.

I am a student of History, and before that an amatuer researcher. I have a good sense of history, and for any given time period I can usually recall small details, such as events that defined those eras, fashion, important people and such, but my knowledge is very limited and sometimes I confuse era, events and people. However, over the course of my life, my interest in History has seen me focus on several specific eras and events that fascinate me, and once I learn about that era or event in detail, I move on to another, which is often tied to the previous somehow.

For example, the first era I was fascinated by was Ancient Egypt. The story of Moses from the Buble was my favorite, and that led to a fascination with Egypt in the time of Cleopatra, and then that led to an interest in Rome under Julius Cesar and the Late Republican Period, which led to an interest in Greek and Roman mythology, which led to an interest in Celtic Mythology, which then led to an interest in Roman occupation of the Celtic islands, which then led to an interest in medieval and Tudor England...and so on and so forth. For each of these eras of interest, I could talk in some detail about events, people, ideas and attitudes that shaped the time, some more than others, and within these eras I have special focuses that I find interesting. I am much more interested in Tudor England before Elizabeth 1, and not at all interested in Stuart England. And still, these eras all have vast amounts of history to learn and I do not know it all.

My advice, start with one thing that interests you and learn about it. The more you learn about that era or event, you will begin to shape, in your mind, and idea of the time and the people who lived it, and that will lead to something else, and that will lead to something else and before you know it you will begin to see the patterns and the seasons of history and how everything has a flow. It's really amazing.

If you are going for a broad view of world history, may I recommend The Timetables of History by Bernard Grun. It is a timeline of events throughout every age and area of History that is presented quite well.

Is there any region of history in particular that you have an interest for? Find an introductory general book on that, and go from there.