Hi Álvaro,
What exactly do you mean by:
Álvaro said:
If you have a subject that interests you, you can for example search in the net for books related to the subject. I tend to use Amazon but I am sure that there are other sites from where to dig for books. Then, read as much as you can on the subject, preferably from authors whose backround you can check, take notes of whatever you find relevant, add post its to a few book pages, and compare. Slowly you might start getting a clearer picture of what you are researching.
You can also search within the forum for whether that subject has been discussed, and look on what others have said. It might give you ideas on how to proceed.
If it hasn't been discussed, you can start a thread and take it from there.
I think it is important to start. Once you do, the research often takes it own course, one things leads to the other and before you know it, you are studying material that you initially hadn't connected to your subject of research. The result of a research can be really surprising.
These are just a couple of ideas, others might share some more.
EDIT: I see that Gawan has already addressed a few points I've mentioned :)