With any research paper, your first step is to gather background information about your topic.
Background research will you help you:
Reference Sources are the best places to gather background information on a topic. Before you dive into academic databases read a Wikipedia page or two. Google your topic and read a few pages. Figure out the who, what, when, and where type questions.
Reference sources are meant to catch you up on the basics of a topic, not provide in-depth knowledge, so they shouldn't find their way into your papers or reference lists. But They will help you figure out what to search, and make better sense of the scholarly resources that you find.
Once you have done your background research you should be able to answer the who, when, when, and where questions. Use those to inform your research by choosing the aspects of your topic that interest you the most and focus in.
The last W -- Why? -- is your responsibility. Why were these people in this place at this time affected by your topic? Think about cause and effect, comparing and contrasting. Your research should be dedicated to answering the question Why?, and the more evidence and information you have the easier it is.
Your thesis answer this "Why?" question, and should come at the END of your research process.