Gladiator doesn't play around when it comes to its narrative. (It's too busy playing around with swords, axes, and flails.)
It traces Maximus' fall from his prestigious career as a Roman general, to his enslavement, to his eventual resurrection as the premier gladiator in Rome. Bam, bam, bam.
While the film's mostly linear (it follows Maximus as he does his Maximus thing), there are plenty of scenes that don't feature him. For example, we often see what Commodus is up to at the same time as Maximus. These scenes offer insight into Commodus' character (or lack thereof), and show us how various forces are working to thwart Maximus' plans.
There are two recurring devices that we really need to discuss very briefly. First, the film's main theme ("The Battle") always starts playing when Maximus doesn't something heroic, bold, and admirable.
While it's pretty much impossible that we wouldn't realize that something awesome's happening—if Maximus is doing it, it's bound to be awesome—the producers toss that theme in for emphasis (and it gets our blood pumping).
The second crucial device also involves music—specifically the subdued music that opens the film and that is playing as Maximus approaches the afterlife at the end of the film. These songs play during the scenes when we see Maximus' hand brushing the top of the wheat (which we see at the beginning and numerous times towards the end, just before Maximus' death).
It is the film's way of showing us both Maximus' awareness of death—his ability to "see" what awaits him after death (a splendid Mediterranean landscape, complete with his wife and son)—and emphasizing that the world of Rome, gladiators, and battle, plays second fiddle to the much more rewarding pleasures of the afterlife.