You obtain primary evidence from original documents and interviews especially with eyewitnesses to the events you're writing about. Secondary sources are books and articles. Whatever the source, examine it scrupulously for errors, bias, and falsification. The memories of participants often cloud with the passage of time, so individual recollections should be checked against other sources. Try to find at least two witnesses to confirm visual evidence.
Hearsay evidence is always suspect.
As you gather evidence, you may find your original convictions changing in light of new information. Keep an open mind and guard against selecting evidence simply because it supports your personal bias. Beware, too, of manufactured evidence. It occurred in A. C. Buell's book, Paul Jones, written in 1900. Other sources might include reprints of congressional hearings, think-tank studies, official investigation reports, and correspondence and interviews with those involved.