It may benefit you to look at some resources that provide an overview into the techniques of historical research.
Sage Research Methods ("Browse" by discipline, look for History) provides a number of handbooks and case studies.
A catalog search on the subject History--Methodology will provide a number of useful books.
About primary sources
Whether you are beginning a junior paper, a senior thesis, or a doctoral dissertation in history, the first challenge is to identify a cache of primary source material that addresses the issue, person, place, or period that interests you. This guide offers some general suggestions about how to get started.
Primary sources can be either published or unpublished, and can be found in many formats, such as manuscripts, books, microfilm, photographs, video and sound recordings. Some primary sources are available in more than one format -- for example, a collection of manuscript letters may also have been published in book form, or may have been digitized and made available on the Internet. Begin by asking two basic questions:
For the most part, the evidence used by historians to answer historical questions was not created for that purpose. The evidence of the past -- official records, personal papers, videorecordings, physical remains -- was created to serve the purposes of people with very different agendas. Nonetheless, it is very useful to think about some broad categories of evidence, in part because understanding these categories can help you find the material you need.
It is particularly useful to consider whether the material you need would have been published (newspapers, books) or would have had a more limited circulation (intra-office memos, personal correspondence, a private photo album.)
Think about who might have collected the material you're hoping to find:
Finally, keep in mind that the material you need may be scattered among several libraries and archives.