If you are going to read one of his volumes, the Medieval one would likely be the most relevant, assuming you have an interest in Catholicism especially. Protestants too would benefit from it, since much of that volume deals with how Christianity and philosophy interact.
When I read it I had only 3 courses in philosophy. I found it somewhat hard reading, but good. If I could make one complaint about him, he tends to be too thorough in trying to document the contribution and “credit” to a lot of relatively minor philosophers. He takes a historical approach, which is perfectly valid, how did this guy influence that guy, etc.
My suggestion is to read the “Summa of the Summa”, where Peter Kreeft, PhD introduces and annotates excerpts from Thomas Aquinas. Read a some of Plato, Augustine, and a few other key philosophers, with only a little introduction or explanation. You will find with a very little introduction and few footnotes many key philosophers are easier to read than Fr. Coppleston, let alone the many weaker summarizers. But Fr. Coppleston is good in placing readers into the context of a given century.