I bought Jeanne Neumann's Companion to LLPSI Pars I. I've only gone through what covers the first quattuor capituli, but I do find it a helpful study guide for making sure you're absorbing everything correctly. It's also nice that it expands on the egneral Roman world shown in the story itself.
@JoonasIlmavirta I added a comment to the answer recommending Ørberg. They actually already mentioned the companion books so I'm mostly just saying "hey this helps me".
@Adam That's valuable information. I know of the book series but I've never seen a physical or electronic copy so I have no first hand experience. But knowing that others on the site have found it genuinely useful, I'd be happy to use or recommend it myself.