Of course you can study them. I found Bhikkhu Bodhi's collection In the Buddha's Words to be invaluable when starting, as he lays out the suttas in a gradual training format.
However, since you have, or will have, most of Nikayas anyway, you could use this thread:
as an initial guide to get started. Bhikkhu Bodhi's introductory comments for each chapter are linked there.
As explained in post, Bhikkhu Bodhi has a series of talks based on that book. He also has a series on the Majjhima Nikaya that follows the same pattern: http://bodhimonastery.org/a-systematic- ... ikaya.html
As Bhikkhu Pesala says, you eventually have to follow your heart. However, I have found guidance from experts invaluable.