First, your interest in mythology fits nicely with Greek and Roman mythology. And the question historians have to answer is what in the ancient world's mythology is based upon things that actually happened. Then, of course, others have been interested in mythology. The Nazi SS to name one.
Studying history and what to do with it? I'm not sure where you're at educationally. But most high schools offer history courses. Maybe not the ones you are interested in, but it gets you involved. Then college/university. The first two years normally offer basic history course while the last two offer more specialized ones. Undergraduate work is a time of exploration. Maybe you'll find that there are other things to study that suddenly interest you more. Who knows. Regardless, if history is it, undergraduate work in history may help you decide what era of history most interests you. Then comes the Master of Arts degree. One or two years. Specialize in certain areas of history. Finishing with a thesis. Your professors will most likely help you figure what to study and specialize in. If you go on, you will then aim for a PhD (Doctor of Philosophy) in history, Normally, at this point, you concentrate on one particular thing in your studies. You attend seminars with other students, do a lot of writing and reading and research under the guidance of a professor. You have to write a dissertation and it must be approved by your professor and a committee of others. If you succeed then if you wish to further study you would do what's called post graduate work.
What to do with all this? I can't answer that. If you are really interested and wish to spend all the years studying history, I think what you do with it will find you. You'll eventually figure it out.
But the first step is to just take a history class. Get yourself organized. In the end, it's up to you to figure these things out. But start with the basics.