Research means developing a research question and then looking for and synthesizing lots of pieces of information to come up with your answer.
This guide will walk you through the research process. The process is not necessarily straightforward; don't be surprised to find yourself visiting these pages "out of order." The steps are presented here in an artificially linear fashion.
As you practice (i.e. by completing research assignments), you'll start do the different stages intuitively, but if this is unfamiliar to you, take the time to go through each step! Write things out and be really deliberate about how you're tackling this. It'll make things more straightforward in the long run.