Complex sentence: After the Circus Games, Caligula ordered written evidence of the court cases from Tiberius treason trials to be brought to the Forum to be burnt, first being the cases of Agrippina and her two sons.
Split into simpler sentences: After the Circus Games, Caligula had ordered written evidence of the court cases from Tiberius treason trials to be brought to the Forum to be burnt. The written evidence from their court cases to be burnt first was the cases of Agrippina and her two sons.