Define the problem you want to research. Different types of problems require different strategies. If you want to prove something for the very first time, your research requires deductive reasoning (i.e., going from a general to a specific instance). If you want to relay information about a historical event or cultural phenomenon, your research requires inductive reasoning (i.e., the how, what and why).
Develop a workable hypothesis, if you are taking the path of deductive reasoning. Although the word "hypothesis" may sound intimidating, you do not need to be a genius to find the hypothesis --- namely, it is the question your research wants to answer. As with any hypothesis, deductive reasoning is key. You will need strong examples to support your hypothesis.
Find your research site, especially if you are taking the path of inductive reasoning. Explaining a cultural phenomenon or historical event requires a sizable amount of information. To ensure the integrity of that information, choose a site or sites that represent the focus of your research. For instance, if you wish to describe the conditions in Nazi concentration camps during World War II, you may want to investigate prominent sites like Auschwitz and Bergen-Belsen. If you want to describe antisocial behavior in Western urban centers, you might research big cities like New York or London.
Build your argument. Whether you use deductive or inductive reasoning, your research will require strong examples. Consult the appropriate sources. Choose recent publications (within 15 years for literary scholarship; less for scientific research), and use reputable journals in your specialty. For instance, if you are researching a problem in the field of psychology, you may cite "The American Journal of Psychiatry." You might also consider quoting respected individuals --- doctors, authors or others --- in your field.
Cite your sources. Make a list of your sources as you do your work --- even if the references seem unimportant at the time. As you prepare your document, you can review the facts and previous findings and cite the appropriate references to lend credibility to your investigation.