Hi there! This is a rather large question, so much so that many graduate programs start with two semesters worth of what's called "historiography," that is, the study of the study of history, and as such there is a lot to learn here. While not discouraging others from chiming in with more answers, you may be interested in perusing our ongoing series of Monday Methods threads, which can be found here:

https://www.reddit.com/r/AskHistorians/search?q=monday+methods&sort=new&restrict_sr=on&t=all

Some of these that I found to be particularly good are:

• u/commiespaceinvader on Great Man and Great Theory history and its discontents;

• u/commiespaceinvader on Methods, or How do you even History;

• u/commiespaceinvader on empathy as a tool of the historian;

Because those are very much steeped in the Western historical tradition, some useful reads for expanding past that are:

• u/snapshot52 on Indigenous Approaches to History

• u/snapshot52 on Ethical Engagement with Tribes;

• and u/snapshot52 on revisionism, Indigenous Peoples' Day and Columbus Day.

I hope those are helpful to you! While Commie and Snapshot carry the water for many of our Methods threads, other users contribute as well. Feel free to ask follow up questions of them here!