If you go to Wikipedia ...it gives you a potted history of most of the characters . I found it useful when she mentioned less well known people like Lettice Knollys and Kat Ashley .You can also look at the lines of the Howards ,Boleyns etc and see exactly where they fit into the skullduggery and who was related to whom .
Her books are very good . I really enjoyed them too.I usually like crime fiction but like to fall back on a bit of historical intrigue .If you like her you may also like Elizabeth Chadwick .
http://www.elizabethchadwick.com/