Once you understand your assignment and narrowed down your topic, the next step is to come up with a plan of attack for what, where and when you're going to research. Your strategy may change as you learn more about your topic and start to really pull together your ideas, but having a plan to start with can make the process much less stressful.
Review your topic and the assignment and then ask these questions:
Doing research, and writing about it, isn't a linear, forward moving step by step process. You'll find that you don't do research in an orderly fashion. It's often messy and repetitive. You may find a great source, then find you have to go back to the planning process and reorganize your outline so the ideas you've gathered from that great new source will fit into your paper. Or, you may start down one path, only to find there's not any valid research on that particular point, so you may have to start over, as frustrating as it may be. Here's an image that tries to convey how the pieces of the research process puzzle fit together - note how evaluation is always at the center of the process.
(Image from IRIS 4-2: http://seattlecentral.edu/iris/overview/research_process/process.shtml)