The first step to any research project is to understand what you are trying to accomplish and what is required of you. The steps below will help you to understand what your teacher is asking you to do.
Read your assignment more than once.
Make notes about what your teacher is looking for (topic, how many sources, what kind of sources, any formatting requirements, the length of your project).
Figure out how long this project will take.
(Hint: Academic research takes time, give yourself plenty of time to do well. Do not try to do this project overnight.)
Ask your teacher to clarify anything you do not understand.
Once you have done these things, you are ready to begin.