If you've never tackled historical research before, the endless centuries worth of information can seem overwhelming. The trick is to divide everything into manageable portions. There are two types, which for convenience I will call Political and Social.
Most history books supply the political variety.
Writers need the social sort. You can find social histories, but they're usually large, indigestible scholarly works that amble across centuries in the space of a sentence, and rarely descend to plebeian concerns such as what a heroine would wear, or think, or do with her time. Here's how to use both types of history, and still get what you want. Within these massive periods, you have more specific divisions such as Roman Britain, Colonial America, Colonial Australia, Victorian England, Renaissance Italy, and more. These eras can be as little as ten years to as long as two decades, as in the Roman era.