Start by narrowing down your topic, location and timeframe:

• Topic: the pivotal event/figure/institution (e.g. the Great Depression)
• Location: the nation, region or city involved (e.g. the Province of Utrecht)
• Timeframe: the period you want to study (e.g. the Second World War)

In other words, ask yourself the time-honored 5 Ws and H questions: Who, What, When, Where, Why and How. Initially, a broad definition will suffice. You will narrow the topic down further by defining and formulating your research question.