Many students feel exactly the same way. Don't wait till the last minute to get started. Do think about asking a reference librarian for assistance. We'd be happy to give you a hand. Don't be alarmed if you feel apprehensive or uncertain when you receive a research assignment.
Many students do.
The anxiety will ease up after you have selected a topic. When you select a topic, try to identify controversial or cutting-edge issues in the subject will be examining. Your professor or the subject-specialist librarian can help you identify these. You may even need to find more sources once you have started to write, to make connections or fill holes. Selecting a focus within your topic is crucial.