My top recommendation is Fortson's book (https://www.amazon.com/Indo-European-Language-Culture-Benjamin-Fortson/dp/1405188960). It's Indo-European-focused so perhaps look elsewhere if you're more interested in another family, but the toolbox that book provides is phenomenal.
Yeah I figured Old Irish was what was hiding under the black tape. Well Thurneysen's and Lehmann's grammars are solid, in different ways, on that language.
There's no harm, if you're already invested in learning that many old Indo-European languages, in just straight up learning some Proto-Indo-European. I'd use Fortson (https://www.amazon.com/Indo-European-Language-Culture-Benjamin-Fortson/dp/1405188960) for that, if you haven't already, and then read through the appropriate chapters on the languages you want to learn so you can "generate" them from PIE to some extent. Personally I reread Fortson every year front to back to keep that information fresh.
Again, it's a pretty broad topic, so it depends on your interest. But starting with comparative linguistics could help you see some of the similarities between Greek and Latin, but also how those languages fit within a larger language family.
Fortson's book is the gold standard for Indo-European: https://www.amazon.com/Indo-European-Language-Culture-Benjamin-Fortson/dp/1405188960
Try this textbook or the David Anthony book mentioned in this thread.
The Greeks and the Scythians were both Indo-European speakers, but Greeks had inherited some of the Minoan culture and certainly saw themselves as more civilized than the Scythians.
Fortson's <em>Indo-European Language and Culture: An Introduction</em> is one of the best historical linguistics books I've ever read. I can't recommend it highly enough.