I don't think one really understands history unless one has grasped the below; it took me years from first encountering to feel I understood it:
In another way history resembles science: for in each of them knowledge is inferential or reasoned. But whereas science lives in a world of abstract universals, which are in one sense everywhere and in another nowhere, in one sense at all times and in another at no time, the things about which the historian reasons are not abstract but concrete, not universal but individual, not indifferent to space and time but having a where and a when of their own, though the where need not be here and the when cannot be now. History, therefore, cannot be made to square with theories according to which the object of knowledge is abstract and changeless, a logical entity towards which the mind may take up various attitudes.
Nor is it possible to give an account of knowledge by combining theories of these two types. Current philosophy is full of such combinations. Knowledge by acquaintance and knowledge by description; eternal objects and the transient situations into which they are ingredient ; realm of essence and realm of matter ; in these and other such dichotomies, as in the older dichotomies of matters of fact and relations between ideas, or truths of fact and truths of reason, provision is made for the peculiarities both of a perception which grasps the here and now, and of the abstract thought that apprehends the everywhere and always: the aisqhsiz and nohsiz of philosophical tradition. But just as history is neither aisqhsiz nor nohsiz , so it is not a combination of the two. It is a third thing, having some of the characteristics of each, but combining them in a way impossible to either. It is not partly acquaintance with transient situations and partly reasoned knowledge of abstract entities. It is wholly a reasoned knowledge of what is transient and concrete. -- R.G. Collingwood, The Idea of History, emphasis mine