Citing your sources ... necessary but often tedious. There are many different "citation styles" (ie: sets of rules for documenting your sources and formatting your paper), but the major two you'll likely encounter are MLA (Modern Languages Association) and APA (American Psychological Association). Different academic disciplines usually use one or the other (example: English goes MLA, Psychology goes APA).
The databases have citation makers, but they're often wrong (sometimes horribly so). Make sure you use reliable cheat sheets or citation generators (see below).