For western history(I assume you mean Western Europe) an excellent source would be the modern AP European History Book. I can't remember the volume or edition I had since it was 8 years ago but it was fantastic way to study the advancement of Art, societal norms, technology, diplomatic relationships, and leading figures from renaissance period to modern day.

Starting with a broad history textbook has always worked the best for me as it highlights the different time periods and eras, which allow me to break down into sizable chunks and those specific historical events and time-frames that really interested me. Then of course I'd buy a few books that specialized on those interesting events.

I'll see if I can get the real name for the textbook I used as a quick search brought up a bunch of annoying prepbooks.