Don't be afraid to read around the subject, including reading about events before and after your chosen period. What might feel like a waste of precious time can lead to a key understanding that unlocks your whole approach to your novel.
Joanna Courtney by Jo Barnden
Start wide and slowly hone your research inwards. Begin with big events and political situations and slowly move towards the specifics of individual people. That way you will understand them in context.
Look for characters. There are often some wonderful people at the sidelines of your research. They may only merit a few lines in most historical references but they can turn out to really spark your imagination as side characters and bring your book - and your protagonists - to life.
Read books. The internet is a wonderful tool but it is often hard to know if what you are reading is accurate and it can be a little superficial. A fully crafted book of historical research might not feel as focused but it will be a more stimulating read and could save you a lot of pain.
Be open to conflicting interpretations of events. In any period, but particularly my Anglo-Saxon one because there is so little concrete evidence, there are differing theories about exactly what happened at key moments and, even more so, about why they happened. Try and read as many viewpoints as possible so you can make your own mind up. Fiction is a gift because once you've decided your line, you can make it absolute, but it's worth being aware of the theories.
Find first person accounts. That's very difficult for me, as there are hardly any extant Saxon accounts and most of those are very functional, but in later periods it is much easier and it can really help to give colour and understanding to your work. As above, try and find conflicting ones as this can really widen your understanding.
Be patient. Information can be hard to dig out, particularly in the more obscure, detailed parts of your research. It took me a frustratingly long time to get my head around medieval Norway as both a physical and political country but once the facts finally fitted into place it was so much easier to write about it.
Make notes. This sounds obvious but it's important. Personally I like making actual handwritten notes as I study, or (if I've bought the book) underlining key sections. I then type them up and although this process is a little laborious it really helps me understand what's going on and how to make it all fit together. Then, of course, organise those notes. You need to find a system that works for you as there's nothing more frustrating than knowing you found out a key fact but not being able to locate it in your own files!
Try different routes. Research isn't just about recorded fact. There are wonderful re-enactment societies that provide a very active way to discover your period. Visiting key locations and monuments can also help you to live and breathe your characters' lives and some people even find psychics helpful. Just find what works for you.
Know when to stop. It can be really easy to get involved in your research and it's less scary than actually starting the book! There will always be more to know and it's certainly vital to have a good grasp on your period before you start writing, but it's OK to leave gaps and go back to find things out if they emerge as important later. At the end of the day, you're a novelist not a historian and you need to leap into your story as soon as you can.