As someone who has been on a steady diet of self-study over the last 4 years coming from a mathematics/computer science background, I would encourage you to conduct a survey of books about philosophers written by philosophers. For instance, I own Kant: A Very Short Introduction which was written by Roger Scruton, an esteemed philosopher in his own right. Simon Critchley has done one on Continental philosophy, and so on. The reason for this might be understood as that the works in themselves do not simply or adequately delineate "the big ideas" or what constitutes historical context, and professional philosophers often provide useful normative characterization of the materials. In fact, something like the Critique of Pure Reason is not only dense and difficult to understand (G.J. Matley has a glossary of Kant terminology online), but the concepts themselves are often subtly defined differently starting with Ancient Greeks, and then borrowed and repurposed over the centuries.
In short, having professional guidance helps, particularly when there are multiple interpretations of works. After Kant's death, for example, German philosophers immediately engaged in a process of reinterpreting his work in their own manner. So, to your self-study, I would also suggest a reading of one or two general histories of philosophy to provide context to the work. In mathematics, we are often raised in an environment that places a philosophical presumption of the universal objectivity of terms. Euclid's definitions in Elements are fairly easy to understand to this day, but the basic terminology of epistemology, ontology, and metaphysics are much more open to interpretation, and so Cartesian introspection, empiricism in its various forms might be seen in a different light with the an understanding of the evolution of philosophy immediately prior, during, and after the linguistic turn which are done in a way that raises the profile of the philosophy of language in conducting what might be considered exegesis.
What I'm pushing as an answer is the idea that just like its an act of ignorance to read the US Constitution, as an example, without the Federalist Papers or having an overview of history, so too reading the Western Canon without having a general understanding of philosophy more broadly is likely to stymie a logically consistent understanding of the work. As for method, I would simply suggest writing out your thoughts, articulating questions, and then answer them yourself in conjunction with resources like encyclopedias, dictionaries, and communication with others, this being one of a number of forums dedicated to philosophy.