Starting your research can feel overwhelming, but think of history in two ways:
Macro-history is more common in lower division history courses, where students summarize an even like the US Revolution, WWII, etc. Whereas micro-history in more common in advanced history courses because it is more specific and smaller in scale, and therefore more difficult research.
Once you have decided your objective, whether it be a micro or macro history research project, the next step before actually doing any research is to come up with useful keywords.
One popular method of coming up with keywords for researching is to "topic map". You start with the most general term or concept related to your research topic, and from there branch out to more and more specific terms and concepts. Imagine your topic is "Women's History", so we start with that term....
Women's History
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But now we can start specifying what we want to know more about. We add context. Maybe we are interested in a certain period of time, location, law or government policy, a particular figure, etc. That's when we start adding keywords to our phrase.
Women's History + United States + 20th century + Voting Rights + Leaders
...
Simply by writing out aspects of women's history we are interested in, we were able to create 5 keywords we could potentially use when database searching. Also remember that those 5 keywords we came up with can be mixed and matched depending on the search results you come up with. Maybe using all 5 is too specific, so only use 3 or 4. The few search terms you use, the more results you will come up with, because you are being broader with what you are looking for.