I would like to know if there are any secondary literature that would help me understand main themes of this book and make it more understandable. So far I have read a few primary sources (Plato’s dialogues, “Nicomachean Ethics”, “Meditations”), so I have a general knowledge about philosophy.
The Sickness is definitely one of Kierkegaard's most difficult works. Kierkegaard, additionally, is one of the most difficult writers to read in the Western philosophical tradition. He uses a lot of his own jargon and often refuses (intentionally) to define it; uses Hegelian themes without a single direct reference to Hegel and assumes you can connect his jargon with Hegelian concepts intuitively.
Nevertheless, the book is well worth reading. It is to me the most mature expression of Kierkegaard's thought. However, I would not suggest reading it without some background knowledge . I personally think the book is best read in combination with two works, one by Kierkegaard and one by Eduard Geismar.
The first is Kierkegaard's most famous work "Fear and Trembling". Fear and Trembling is often considered a classic in the fields of existential philosophy, Christian philosophy, and Biblical interpretation. It examines the story of Abraham and Isaac on Mount Moriah, found in Genesis 22, to bring out examples of what Kierkegaard means by faith, his ideas on ethics, and the concept of an individual relationship to God. Fear and Trembling is also a difficult work, but you can read it with less context than with the Sickness and it is a good precursor to the rest of Kierkegaard's work. This answer will be too long if I tell you how to read F&T as well, but here are some secondary sources for it:
https://www.sparknotes.com/philosophy/feartrembling/summary/ (I would not recommend using SparkNotes for philosophical works, but this one is uniquely good at explaining Kierkegaard, although admittedly it strips him of some nuance).
https://www.youtube.com/watch?v=2iuBjQFd8J4 (This is a unique interpretation, but a good and concise one. Highly reccomend)
https://www.youtube.com/watch?v=aXztGeedPro (Sadler is brilliant)
It's also free on Apple Books if you want a copy without having to purchase it.
The second book I would recommend is Eduard Geismar's "Lectures on Kierkegaard's Religious Thought". It's a concise, comprehensive, and lucid introduction to what in my opinion is the best interpretation of Kierkegaard out there. This one's also free on Apple Books and will give you a good groundwork for the Sickness.
Finally, I would encourage you to familiarize yourself to some extent with the thought of G.W.F. Hegel, who Kierkegaard writes in polemic with. This is no easy task. Hegel is abstruse and difficult, and Kierkegaard uses his concepts (sometimes seriously, sometimes satirically) frequently. The best way, in my opinion, to learn about Hegel is by osmosis (In fact, osmosis via engagement with the philosophy community, other works, and so on is the best way to learn philosophy in general). Googling "Intro to Hegelian Thought" is a decent bet, although even then it can be quite difficult to wrap your head around Hegel.
Once you've done this I would say you are in a great position to read The Sickness Unto Death. However, if you want to jump right in, there are ways to do that as well. I would encourage reading or at least skimming a few secondary sources as you go, however:
http://sorenkierkegaard.org/sickness-unto-death.html (An excellent commentary) https://plato.stanford.edu/entries/kierkegaard/#Reli
Please DON'T use the Sparknotes entry for the Sickness Unto Death, nor the Wikipedia entry. Both contain slightly misleading information that won't help as much as hinder your reading.
Good luck, and I hope this helps!