The answer is...YES, you should definitely study History, in particular, Ancient History (and perhaps even the Biographies of important Philosophers), beforehand.
There is an old question that has been asked by both Philosophers and Historians; "Does man make the times or do the times make the man?". If the answer is the former, then you should begin with a biographical introduction of that Philosopher, followed by a general historical study. However, if the answer is the latter, then you should begin with a detailed historical analysis, followed by a general biographical study. Either way, an introduction to the life and times-(or if you prefer, the times and life) of a Philosopher, will provide you with a much needed and more realistic understanding of who this Thinker was, his surroundings, his culture, his geography and his overall attitudes-(whether petty or profound).
Was Socrates synonymous with 5th century BC/BCE Athens, or was 5th century BC/BCE Athens synonymous with Socrates? Perhaps it was a little of both. It is almost impossible to discuss Socrates, without discussing Athens in the 400's BC/BCE. And conversely, it is almost impossible to discuss Athens in the 400's BC/BCE, without discussing Socrates. Either way, we see that Socrates, was very much, "the talk of the town" around Athens 2400 plus years ago; while at the same time, the city of Athens and the environs surrounding Socrates-(who never left Athens), had a profound effect and impact on his attitudes and intellectual development.
It is this type of interrelationship between man and the times, or the times and man, that when studied correctly and appropriately, one can view the multidimensional life and mind of a person, such as Socrates, with greater intellectual honesty.