A research paper is written in response to a question. If you begin with a very broad topic, ask yourself what you already know about it, and try to think about what you don't know, asking why and how questions. Filter these questions through the themes of the course.
Research is a circular process. Ideally, you ask a question, then answer it. However, you will aslo likely have to ask a lot of smaller questions along the way, perhaps in order to come to a basic understanding of a concept or timeline. Then, you can resume your address of the primary question. This might happen many times.
Create an outline. Consider what a complete and thoughtful response to your research question would ideally contain. Make a list of what pieces of information you need to do this, and work through locating, reading, and incorporating this information to support your discussion of each point.
ALWAYS CITE YOUR SOURCES. In order to respond to the kind of question described above, you must find and incorporate various sources of information. As a scholar, it is your responsibility to both acknoweldge the work of those who came before you, and create a record for those who come after.
