Select a topic. Even if you know the area you wish to learn and write about, give it some more thought. You need to make sure that your idea warrants an entire paper. You also need to be certain that you will be able to gather enough data from primary sources to give the subject matter proper treatment.
Choose a research method or methods. Interviews, surveys and observations are common ways to conduct primary research, notes Purdue's OWL.
Focus your research method. For instance, if you choose to do interviews, target authorities or people who can provide plenty of useful information. Take care to craft intelligent questions. If you conduct a survey, read up on the practice of survey research. Be sure that your questions are not loaded or leading.
Behave ethically. For example, be sure that the people you are researching have given permission to be a part of your study. Tell them how you plan to use their information and input. Never cause physical or emotional harm to your research subjects. As Purdue's OWL explains, this often means making sure your questions do not inappropriately touch on sensitive topics.
Take notes. Whether conducting an interview or making observations, jot down notes in the process. You likely will not remember everything--or you might remember it incorrectly--without writing things down. If you get permission, recording interviews is a good idea.
Conduct follow-ups. This is especially crucial to conducting good interviews and making sound observations. For example, if you are unclear about the responses an interviewee gave to you, go back to her for clarification. If what you witnessed in an observation raises lots of questions (and good observations often will), go back to your setting and check your initial thoughts.