Many people assume that a fictional work is done without research. I read more than 3 dozen books about King Arthur and general Celtic myth for my books Lancelot, Arthur Rex Eternus, The Quest of Arthur, King of Ages, and with a focus on non-Arthur Celt myth and legend, Mythic Memories, Sacred Ground, and Visitations into Sidhe and Tir na nOg.
It is the fact that the more true the setting you create feels, (verisimilitude) the more depth the characters you create or use will become.
― Howard Pyle, The Story of King Arthur and His Knights
To that extent, my studies focused mostly upon the history that is known, the history that was speculative, and the historical studies that regard the era. Roman Britain is an area of writing that fascinates me, it moves me, from both sides of the conflict. The fact that Arthurian legends place a real Arthur, a war general, shortly after Roman withdrawal from Britain suggests that the real life Arthur had been a Britain officer in a Roman Legion. Perhaps he had risen as a result of being left behind as a leader to be certain of his loyalty to Rome, but it is more likely that he'd been trained and fought at the side of the Romans.
“Yet some men say in many parts of England that King Arthur is not dead, but had by the will of our Lord Jesu into another place; and men say that he shall come again, and he shall win the holy cross.” Thomas Malory, Le Morte d'Arthur
Arthurian legend has roots in Britain, as it was a story of pride, tragedy and romance. A piece of evidence towards the legend having roots in reality, Glastonbury Tor is where Arthur and his queen's bodies were said to be unearthed. When the legend says he died in Avalon, an island of apple trees and beauty, surrounded by mist. Glastonbury Tor is a great hill, which is circled on either side by rushing rivers. In the morning dew, mist, Glastonbury looks very much like an island, surrounded by mists.
The castle Arthur is said to have been born in is found at Tintagel, found in Cornwall, upon the shore of the ocean. This is a site far from Londinium (modern London), far from the Saxon far shores, perhaps he was born in a place that was a remnant population of Britons, the last stand of such.
For purposes of familiarity I read books that told the story with an eye for the commonalities, rather than the divergences. But even reading fictional stories, I chose the most scholarly so that I might read the original language and understand the work more deeply. I made some changes to the legend, because, I can, but also, by casting out a number of late additions one brings the core to further light.
I've read that people of the present do not have a familiarity to the story, but more than just that, to the impact of the legends and myths in the past. King Arthur was a very rich field for prose, non-fiction, art, and almost every form of media. And as Batman, Superman and Spider-man are the fantasy characters of the present, King Arthur and each additional story were the heroes of the past, especially in Britain.
Some have argued for Arthur as the quintessential Briton. That he was from the original people of Albion, (a name for Britain), he won 12 battles that kept Britain free for 50 years before the Saxons flooded the island. But while Arthur's core stories are British, they were later enhanced and expanded by French authors, and even Germans. The nature of the medieval education meant that there was a smaller core of knowledge and those authors of the day wrote about the biggest legend as a means to both fame, but also to establish more of the legend. Lancelot and my favorite knight Galahad came late to the party, and the holy grail was not part of the original tales.
French poet Chrétien de Troyes is the source of the first mention of the Holy Grail, which is a few hundred years after the original tales. Some argue that the grail saga was commentary of how the leaders of the land grow powerless if they become separated from the land and people. Only a return to faith by the leader, in this form the Holy Grail, can allow a rebirth of the land. God has anointed the leader and if he falls away, the leadership becomes corrupted, and can only be redeemed by a return.
"It's obvious that it's after dinner," says sir Kay unable to hold his tongue. "There are more words in a potful of wine than in a barrel of beer". Chrétien de Troyes
While for me I loved knights from a very early age, what kicked my mind into overdrive were the books of Geoffrey Ashe. He explains and explores the roots of the legends. He is brilliant, and deeply informed my study.
I have read dozens of the stories, and enjoyed them all. But of the fiction I most enjoyed Parzival, by Wolfram von Eschenbach and of the non-fiction was probably Roman Britain and Early England by Peter Hunter Blair.
I love the world of King Arthur and I suggest you do a similar study if you are moved to do so.