Research for Classical Studies papers generally means that, to a lesser or greater degree, you have to look not only at modern (secondary) sources, but also at ancient (primary) sources. If you're writing an essay on the Roman emperor Caligula, then an important secondary source you might want to consult would be Anthony Barrett's book Caligula: the Corruption of Power. But Barrett's work itself, and all other books/articles on Caligula, are based on the same collection of primary sources. You can't really go far in Classics without discovering that you need to be familiar with the original source above all else (in English translation of course, unless you're working on a paper for one of the senior language courses).

Ancient sources of course offer their own set of problems. If you find one modern scholar unconvincing on a particular topic, you can always look around for someone else's interpretation (or provide one yourself). But that's not always possible when it comes to the primary sources. Much of the time we have to rely on the work (sometimes incomplete) of just one author to tell us what happened. It's interesting to note that when it comes to Caligula, who's widely thought of as the craziest emperor of all, we have to rely very heavily on the works of just a couple of authors, Suetonius and Cassius Dio. Neither of these men exhibited much thoughtfulness in their works, and both of them were eager to record the worst scandals and excesses and maniacal behaviour, since this sold as well in the ancient world as it does today. What we do not have (and what would be immensely valuable) are the writings of another Roman historian, Tacitus, who covered Caligula along with the other early Roman emperors. The part of Tacitus's Annals which dealt with Caligula has not survived into the present day, and the more serious and sober tone he brings to his discussion of the other Roman emperors suggests that maybe if we had Tacitus's chapters on Caligula, we might have a more balanced picture of him.

So reading and assessing the ancient sources is part of what you do in preparing a Classics essay. Naturally, you can't know everything there is to know about the ancient authors all at once. This is also part of the learning process, and it comes gradually. What you need to remember above all is that all the hundreds and thousands of modern books and articles published on the ancient world all draw on the same limited set of original ancient sources.