1. Locate sources
Begin with your reading lists and lecture notes. See also your Library Subject Guides. The Librarians have also put together a great guide to Research Skills.
2. Review sources
It is worth spending some time reviewing the sources (books, journals, websites etc) you have found and deciding which will be most useful to you. You should also consider whether they count as reliable academic sources - to do this, learn more about critical thinking and reading.
3. Active reading and notemaking
Have you thought about your reading strategies? And how useful do you find your notes? These resources on effective reading and notemaking for assignments have some useful ideas.
4. Revisit and update your research plan
How's the research going? You should find that your ideas develop and change (particularly on major projects) so you will need to keep updating your research plan.
5. Know when to stop!
It can be difficult to know when to stop researching - you will never be able to read everything. At some point you will need to change focus and commit to writing up.
Perhaps the most time consuming part of academic writing is the research and it is important that you give yourself plenty of time to read widely, so plan ahead.