Different people approach this problem and these sorts of questions differently - and it seems so ingrained in them, that I believe it is innate. One cannot be forced to do it in a way that is contradictory to one's nature anymore than it can be regarded as a success to force a left-handed person to favor the right.

I find that there is a spectrum of historians: on one end are those who "uncover the truth" or correct other historians. They thrive on digging deep into the particular to understand a micro incident. Or they favor writing biographies, or portraits of specific battles. These people often attempt to demonstrate that the grand histories/thesis/models of another historians are flawed. Or they seek to correct the record, to demonstrate that a common understanding about the past is wrong. Or they seek to tell the story of someone significant who has been overlooked.

Then there are the grand interpreters who seek to explain aspects of the past. They are often comparative and they always seek meaning in the past.

The first answer to your question is to understand where you stand on this spectrum and to organize yourself accordingly. There is no right or wrong place to stand, but it is good to know what and who you are. There are pitfalls: with the first, it can sometimes seem that a great deal of work leads to little insight ("you did all that work to demonstrate that the California/Oregon trail went on that side of the tree and not the other????"); with the other, there is a tendency to fly at 10,000 feet and to miss the particular, and to have a weak thesis that can be shot full of holes, as a result.

After you realize what you're all about, then you can ask yourself what you are really interested in - what can keep you going through a thesis, a project that will dominate a year or two of your life. It better really turn your clock because it has to sustain you through every emotional crisis one can face. If you are a particularist, start drilling down until you find that gem that needs to be brought to the surface. You'll need to take measurements along the way to make certain that the gem is large enough to justify a large effort. Smaller gems can be set aside for articles, but you'll need a large enough gem to justify the larger effort. Just keep digging. You are the badger of historians and digging is what you do. It is a noble effort.

If you are a theorist, realize that you are an eagle - no better than a badger, but you don't excavate. You fly. You'll need to construct your problem - your question(s) - around theoretical concerns. What theoretical historians do you like (or despise) and why? What bit of information can best be used to attack or support them?

In some ways, it is harder to construct a plan when one is a badger because one has to dig until one finds what one wants to bring to the surface. The process is serendipitous. One knows the subject matter that is inspiring, but the treasure is yet to be encountered. On the other hand, the eagle can fly in the wrong direction for a along time before realizing it.

So what are you and why are you in this game? That is the first question.