First and foremost, students need to understand that doing research is a process that at times will be stressful and anxiety producing. There will be points at which students will become confused, frustrated, or overwhelmed. These feeling are not unusual. The solution is to try to pinpoint the problem and then formulate a strategy to get past the difficulty. Discussing the affective aspects of research in class can help students understand what to expect.
Research is essentially information problem-solving.
Teaching students how to develop and follow a problem-solving strategy will serve them not just in your course but in whatever courses or subject areas they study. As students progress in their majors, the depth and complexity of research problems will require that they learn about and use more complex information sources, but the basic search strategy can still be used.