That's good to know about Wald. I bought a copy to finally get my head round General Relativity, but its brief explanation of Special Relativity right at the start made it clear that I hadn't properly understood that, which led to me getting Gourgoulhon's book. I should be better placed to tackle it now.
I think it does a very good job of explaining the abstract index notation, which is superficially similar to coordinate notation but conceptually quite different.