Studying a subject

Hi, I am an independent learner and I have difficulty with research or in-depth study.
What is the way to research the topic? Does it start with an index book or compilation (Ohel Torah, etc.) that refers to the various sources and references surrounding the topic and get a sense of where the good resources are and who has already spoken about the specific topic, or is it by starting at the beginning without any clues but following the questions that arise and taking the thread from there from one link to another?
The first is problematic because it immediately inundates you with too much information and it can be difficult to navigate and filter out the best and most important ones, but with the second method it is easy to overlook or remain ignorant about important aspects that are not self-evident.