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To pin down documented facts relative to a specific historical question.
Congratulations. You've just been made a Deputy History Detective. To become a full Detective, you only need to conduct a factual research project - a test of your true dedication. You won't have much to work with. No clues. No living witnesses. To prove your case, you'll need historically faithful documents from the past. And to find those, you need some leads.
You need primary sources to help you find out what really happened, and why.
Look for original work, connected to both the time and event: a photograph, diary, letter, artifact, map, business file, or court docket.
Don't overlook any odd records (e.g. ship manifests) that can help support your case.
Don't let the source intimidate you. The Library of Congress and the National Archives have billions of records. But they're still just libraries, with librarians on site and online. Start by inspecting bibliographies and footnotes for clues, and then follow the paper trails back to primary sources.
Avoid dubious secondary sources (textbooks, articles, encyclopedias). They recycle previously used material, and perpetuate falsehoods.
If you accept material from a tainted source (e.g., the Internet, Geraldo, your 6th cousin) do not mix that material with your other research unless, and until, you track each fact to the primary source.
Above all, you must think like a Detective. Learn to quickly size up the quality of information, and cross-examine your sources. Did the author have a hidden motive? Where are the holes in the story? Is it really evidence, or just a red herring? Become Sherlock Holmes.