I'm a psychology student and I'm really interested in philosophy. I read (more or less) Heraclitus, Plato, Seneca, Meister Eckhart, Dostoevsky, Tolstoy and Kafka. These writers and books are also my favourites and I believe listing them shows my interest.

I'm mainly interested in existentialism and in Nietzsche. I heard a lot about Schopenhauer, Heidegger, Camus and Sartre but I don't want to read more about them until I read others before them so I'm kind of lost in this way in a sense that I'm not exactly sure where to begin, what to skip and what not to. Furthermore, I plan to read Saint Augustine and Montaigne because I read that they had been very influential figures in Western philosophy.

I suppose I should start by reading a book about the history of philosophy. Which books or which books of the previously mentioned writers should I read in order to follow my passion in philosophy in a way that I can understand it as well?
Basically, I want to have a general understanding of Western philosophy with an emphasis on existentialism.