Select an area of research you are interested in. Ultimately, since you are the one who will be researching and writing the paper, it should be something you are interested in. This can be either looking at something through a particular prism, such as feminism, or by looking at a specific historical event, such as the role of the merchant navy in World War II.
Read about your area, and see if there are any gaps in the field. If no one has discussed something, then your work will be incredibly valuable for filling the gap. The more you read around the subject, the more comfortable you will become with the study of the field. You may also wish to criticize a major work in the field. If you can justify it, you can research it.
Consider what resources you have available. If you have a weekend to write a paper, you will not be able to conduct field work. Similarly, you must consider the primary resources you have available. If you cannot speak a particular language, it is unlikely you will be able to use resources in this language. Think about what resources you are rich in, which will help form the basis of your work.
Be flexible in researching your paper. Often you may end up finding something in your research that you had not expected to. This will lead you to write a different report to the one you were intending to. Don't worry about this. Choosing a topic is not about picking a particular title, but showing interest in a broad area. Respond to the research you do, and you may end up with something surprising.