To get started, make a list of topics that interests you. It might include an idea that's been nagging at you for years, the curious question that keeps coming up, or the lightbulb that went off 5 minutes ago. Getting things down on paper (or in whatever format you fancy) helps to wrap your brain around how  your ideas relate to one another, which ones are well formed and which ones are just loose concepts. (Both are fine, of course). 

It sounds a bit silly but most of us find that journaling questions and curiosities helps to free up a lot of mental space, to think more deeply about those interests. If you're not so busy trying to remember everything and hold onto it, you're mentally a lot more likely to explore. It also very often raises additional questions, highlights flaws in the idea, or alternatively, important implications or directions. 

This list is the beginning of your research notebook. The notebook itself is a living document, something you will constantly be refining and adding to. It may be messy and chaotic or meticulous and organized.  

Play around with mind mapping, sketching, diagramming, lists of lists, and any other online or offline technique that helps get things organized for you. 

Comment on some of the ideas you wrote down, if you're comfortable, and/or some of the results of jotting down your ideas. Were you suprised by how much you wrote? Did you decide the idea was good? Bad? How did the act of jotting things down affect you or your thinking?