When you first begin to gather information for a study, I would always advise to have a plan of action. That plan will vary depending on where you are physically located, the origins of the name you are researching and the availability of material online and whether there is no or only limited material online. As part of that plan I would also recommend that you have an idea of what you want to do with that data. Are you going to simply collect the material? Or go a step further and reconstruct families, research migration or a mixture of those things?