A few salient points about research.
Research is a process.
More commonly, research is an iterative process. Rarely does anyone get or even know enough at the outset of their research endeavor to be asking precisely the right questions or forming the right thesis statement. The more you know and learn about your topic of interest, the more likely your questions and approach to the topic will change; thus requiring you to do some more research with a better formulated or slightly different question or point of view.
Focus. Focus. Focus.
Focusing on and obtaining a solid understanding of precisely what it is that you're trying to learn about is important. If you aren't focused (typically the topic is too broad in scope), the research process is much harder as you will tend to "over explore" too many possibilities and exhaust yourself and the time you have for the your project in the process. This typically leads to many false starts (vs. just a few) and a "rush to the finish" that probably won't be your best work.
Start Early. Be Reflective.
Starting early allows you to be reflective about what you are doing (and for some items to arrive if you've used interlibrary loan). Give yourself time to read, think, write, reflect; and then you can modify and refine as necessary, probably several times. The experience won't be nearly as stressful.
Get an Overview at the Start.
Get a good start with a basic overview and understanding of the major concepts or ideas involved with your research.