Let me emphasise: I shall be describing the ideals and aims that have evolved out of a final-year undergraduate course on the history of mathematics that I have run, off and on, for several years. But some past participants may scarcely recognise what I am writing about!
One skill that historians need but mathematicians tend to disdain is the ability to read: to scan rapidly material of peripheral importance, to read closely what is relevant, and to retain an accurate summary. So, as an introduction, at the end of their second year, I circulate all students with an outline of the course and a short reading list: they are very strongly recommended to read, right through, some book that gives a panoramic view of the subject. I suggest Struik, as the shortest, Boyer, for more detail, and the superb but demanding and ridiculously expensive Open University Course for the energetic who can get their hands on it. Also I assign a preliminary selection of texts for study (see (a) below) and I point to a box of relevant articles that I maintain in our university library. Some students do prepare for the course in advance, but the majority only register a mental note to come to the first class then forget about it, even losing their piece of paper!