That can work. You could also pick up this reader's companion while you read through Legends. It is a great resource to the Expanded Universe before it became Legends. When you want to follow Canon material, it is pretty easy to follow along, since it is so new.
The Essential Reader's Companion (Star Wars) (Star Wars: Essential Guides) https://www.amazon.com/dp/0345511190/ref=cm_sw_r_awd_0LShvb0J2MWTS
The EU has always been separate from the movies. You can see it discussed in the introduction of this book (in the preview section):
The Essential Reader's Companion (Star Wars) (Star Wars: Essential Guides) https://www.amazon.com/dp/0345511190/ref=cm_sw_r_awd_JCQevb1M9HK19
Both universes doing their own thing, until Lucas Story Group wanted to merge both universes going forward in a make cake and eat it too kind of way.
The Essential Reader's Companion (Star Wars) (Star Wars: Essential Guides) https://www.amazon.com/dp/0345511190/ref=cm_sw_r_awd_livVub1DXTYWC
This has practically all of the legends material summarized in one book. It is a great reference guide. As for where to start:
Thrawn trilogy is the classic starting point.
Darth Bane trilogy is the Old Republic starting point.
My suggestion: Revenge of the Sith, Kenobi, and Tarkin (in that order) as a bridge between movies and novels and the end of The Clone Wars.
You can jump into many different books, so have fun jumping in.
The Essential Reader's Companion (Star Wars) (Star Wars: Essential Guides) https://www.amazon.com/dp/0345511190/ref=cm_sw_r_awd_OmsWub0AR596G
Check out the preview. Even before the sale there was always a canon and Legends. They just called it EU.
The Essential Reader's Companion (Star Wars) (Star Wars: Essential Guides) https://www.amazon.com/dp/0345511190/ref=cm_sw_r_awd_-GZ.ub0SPYE2R
Great reader companion book to Legends (Expanded Universe).