I'm over five hours into it now and really enjoying it. It's still very anecdotal, flitting from separate scene/mini-story to separate scene/mini-story, but Claudius the character has now entered the chat and there are now scenes with dialogue and not just telling us what happened. Also, while it's jumping all around to little things that happened here and there among the nobles, it's generally related in some way to a few main characters one way or another and so building a world even if from anecdotes presently instead of a more straightforward story or plot.
It's all amusing and I wonder what parts of it are recorded as true and what parts Graves just made up. The anecdotal nature is making me think he took a bunch of historical fragments and built scenes around those, although some parts I think may have been partially made up to suit Claudius being the central character, for instance...
Nevertheless, it is written in a way that's enjoyable to read, and I'm not caught up on it needing to be so factual; it's more that I'm just curious what parts are and what parts aren't.