Start with a question that interests you and a general direction for your topic, but be flexible about your initial thesis.
Keep track of the sources of your information while you are researching and note your own thoughts. Have a system for keeping others' ideas separate from yours.
As you explore the sources you find, you may want to change your thesis statement. That's OK. You aren't searching for an answer to your question, you are searching for details that come together to support a strong thesis statement.
Don't just cut-and-paste a series of quotations or paraphrases. Synthesize the information into a cohesive whole that is your own.
Summarizing, Paraphrasing, and Quoting: A Guide to Doing it Right! (GeneseeLibrary)