Start your research with some pre-research or "presearch" to learn about the object, the historical period, the artist (where from, other works), patron(s) and/or owner(s), the subject portrayed in/on the object, the artistic form, function, or purpose.
The resources below, as well as museum websites, are good places to begin. Also check to see if there's a Wikipedia entry on the object, which often list potential sources in the References section.
Questions to ask as you start your research:
Encyclopedias and other reference materials are a good place to start your research. Books with call numbers that start with "REF." are located on the 1st floor of Belk Library.