Texts: First identify the material documents you are interpreting. It may be a play like The Merchant of Venice, or a set of plays like the tragedies, or a source like Arthur Brooke’s Romeus and Juliet, or a piece of criticism like Samuel Johnson's Preface to Shakespeare, or an adaptation like Ian McKellen’s Richard III, or an event like the first Shakespeare Jubilee in 1764. Whatever it is, identify what you're trying to interpret in your research project.
Topic: Next identify the concepts or aspects of your texts that you are focusing on. It may be a formal term such as genre, or a theme such as race, or an aspect such as performance.
Synonyms for Searching: For both your text and your topic, brainstorm synonyms that may generate results when you search for these terms.
Public Resources: Begin with some public resources, just to get a sense of what the conversation about your text and topic is and what some of your sources might be. Create a working bibliography and populate it with sources as you encounter them. At this stage, you’re simply trying to familiarize yourself with a discourse and to see if there are any obvious studies or scholars that are a big part of it.
Google: Start with a simple Google search. Enter your search terms and see if they produce any obvious sources that you should note down in your working bibliography.
Wikipedia: Search around in Wikipedia. Wikipedia is not a reliable source for academic papers, but its entries do often list reliable academic sources, which is what you're after.
Google Books: Search for your terms in Google Books. The nice thing about Google books is that it's searching books, and so your results are more likely to be peer-reviewed academic sources than when you do a general Google search.
Google Scholar: Search for your terms in Google Scholar. Beware that Google Scholar collects all scholarship in all areas, so you may have a lot of irrelevant results to weed through – e.g., a search for “Shakespeare” is going to generate results related to Tom Shakespeare, a disability studies scholar.
Academic Resources: Now that you've gotten a sense of what the conversation about your text and topic might be, turn to the academic resources made available to you through your university’s library. Because these resources are often limited to Literary Studies or even Shakespeare Studies, they will provide more relevant results, but they will also provide a lot of results, and not all of them will be important for your research project.
A Shakespeare Reference Work: The best place to get an authoritative description of a topic and a list of relevant sources is to go to the resources variously called encyclopedias, handbooks, or companions – something like The Oxford Companion to Shakespeare. These resources usually include short entries written by experts on a topic and a list of key sources on that topic. Mine the references, and add them to your working bibliography.
Oxford Bibliographies: Another good place to find some tried and true Shakespeare studies is in Oxford Bibliographies' entries for William Shakespeare. The bibliographies are organized by topic, so scroll through them to see if there are any relevant sources to add to your bibliography.
The Essential Shakespeare: Larry Champion's annotated bibliography lists and describes a great number of studies. It is organized by topics and texts, so flip through the book to find any relevant sources. Note that this bibliography was published more than 20 years ago, so it's better for finding classic studies than recent studies.
Cambridge Companions: The Cambridge Companions series provides longer (chapter-length) discussions of all sorts of topics relevant to Shakespeare. The series is published in several different books, so skim through the tables of contents to see which chapters are relevant to your research project. The end of each chapter includes a list of references and (usually) suggestions for further reading. Add the relevant materials to your working bibliography.
World Shakespeare Bibliography: Everything in the World Shakespeare Bibliography will be relevant to Shakespeare, but there’s going to be a ton of material.
MLA International Bibliography: The MLA International Bibliography is the Modern Language Association’s database for literary studies scholarship.