I cannot guide you to bewilderment, but I can provide some hints on how to find it. The first step in managing bewilderment is knowing what to look for. I suggest that you seek a mood, a moment of confusion. Whether you leap from your chair and shout incomprehensible half-sentences at your roommate, or simply furrow your brow, at some point you should hit a fact or pattern that is noticeably more interesting than other things you have learned, for the simple reason that it does not fit with what you thought you knew. From there, the writing of the essay is merely a matter of stating the problem that confounded you and then explaining how you got out of it.
Some researchers begin their projects confused as a result of personal experience.
David Nye dates his interest in electricity back to childhood observations of the differences between his electrified suburban home and the quieter life on his grandparents' nonelectrified farm. For Nye, childhood wonder fermented into historian's curiosity. It is not, however, necessary to begin one's project confused, for libraries and archives are rich reservoirs of bewilderment, especially as one taps the primary sources. Secondary sources, especially newspaper stories and reference works, are dangerous, for they are designed to project false certainty. They can, however, supply some bewilderment if, for example, you find arguments by two or more historians who disagree with each other.