I would say that there are significant challenges to working with many of the most ancient systems of writing, historically speaking. For one thing, it should be remembered that many ancient writing systems have not yet been deciphered at all, leaving their writing inaccessible. Meanwhile, even with those languages whose writing systems have been deciphered and can be understood (or largely understood), many of the texts and documents themselves have been lost, and even those that have survived are often only partially preserved.
This is a problem even with the Classical Greeks (who are much later in the chronology when compared with the Sumerians or Old Kingdom Egyptians). For example, take the works of Aeschylus, Sophocles, and Euripides: even though "each of these men wrote eighty or ninety plays," only seven remain of both Aeschylus and Sophocles and nineteen from Euripides (Ian Morris & Barry B. Powell, The Greeks: History, Culture, and Society, 314). Considering just how fragmented a literary record remains in the case of Classical Greece, you can imagine how much more severe a challenge this would pose for those far earlier civilizations that preceded them.
Thus, I would suggest that as you delve further back into ancient history, the greater the challenges historians would face when building a comprehensive understanding and explanation of past cultures and events. Conversely, as you draw nearer to the present age, generally speaking, you can expect written information and data will tend to become more comprehensive, providing a more complete record for historians to work with.