First, you develop and narrow down your topic -- the general idea of what you're going to be researching. From that, you need to develop your research question, i.e. what is the question you are attempting to answer by doing your research? This, in turn, will form the basis for your paper's thesis (your claim/argument/answer) which you'll explicitly state in your introduction.
Your process to capture sources and citations will be very individual, but be consistent and choose a tool to help organize your research. Some suggested tools: