The best place to start is to focus on what you are most drawn to: a particular image/object? an artist? a time period? Once you have that, you can start asking questions and narrowing down to a question that you think would make a good project! Good places to for basic information:
Oxford Art Online Kresge Library Catalog
(Try a "subject search" for your basic topic ideas, and browse books for inspiration)
Several books in the library provide strategies for research, such as Badke's Research Strategies
. Mind mapping
can also be very useful for thinking out your ideas and finding a direction.