It is critical that you document everything you find carefully and consistantly, whether you intend to ever publish it or not.
Successful research is directly dependent on having complete documentation.
Eventually you will reach the point where you have collected so much data that you can't remember everything. Many people begin their research informally without knowing that documentation is an integral part of the research process. When you analyze your data and plan your next research step, you need to know what sources you've already checked and which ones you haven't looked at yet. You need to be able to find something that you looked at years ago when you didn't know as much as you know now. You can't evaluate conflicting evidence if you don't know whether it came from an index, a compilation, a transcript or an original document.