While there are many different approaches to the research process, here are two common ones in humanities research.
You usually need to do some reading to develop a question, and to figure out what types of sources could answer your chosen question.
Your topic and the question you're trying to answer will likely change as you learn more and discover what information sources are available to you.
In history, as well as in other fields in the humanities, the sources you work with in your research are usually classified as either primary sources or secondary sources.
Primary sources are produced at the time of the event or phenomenon you are investigating, and they purport to document it. They reflect what someone observed or believed about an event at the time it occurred or soon afterwards. These sources provide raw material that you will analyze and interpret. Primary sources can be published or unpublished.
There are different types of primary sources for different historical periods. For example, church documents and saints' lives serve as primary sources for the study of medieval history, while newspapers, government reports, and photographs serve as primary sources for the modern period. Moreover, what constitutes a primary source depends in part on how you have formulated your research topic. An article in an academic journal from 1984 could be a secondary source because it is part of an ongoing scholarly analysis of your topic, or it could be primary source because it provides evidence of attitudes and opinions held by people in 1984. In other words, there is no intrinsic or distinguishing feature of a text or document that makes it a primary, rather than a secondary, source.
Secondary sources are the published work of scholars specializing in the topic. There are a variety of secondary sources, but they usually include scholarly books (e.g. monographs), peer-reviewed journal articles, or essays in a thematic edited collection. This scholarship is analytical and interpretive. It often synthesizes the work of other historians and scholars, while introducing new or different analyses of primary sources.