i quote above,
i had the same problem few years ago, and it seemed impossible cause the quantity of fanworks, because the fanworks are more usefull to understand that world,
anyway, the original manga Silent sinner in blue is a good start,
i begin to read touhou djs like they were original one-shot, and slowly i started to recognise the characters,
you better not worry, because, for example, characters among the most loved, like Alice, are depicted is a lot of different manners,
play the games is an help, but is usefull only the first encounter with new characters, infact i think very few people can see the true ending,