Once you've found and evaluated your materials (Steps 3 & 4) - you will know a couple of things:
Do you have enough information (e.g., articles, books, data) to write your paper and support your argument? This is the point in the research process where you may discover there just isn't enough information out there on your topic.
If yes, great! If no, then you may need to either:
Go back to Step 3 and use the resources to locate more materials. OR
Go back to Step 1 to re-think your topic and/or research question. While this may be painful, if there really isn't enough information to support your thesis, it might be your only option.
If you find yourself unable to move forward, now would be a great time to visit your professor during office hours or to make an appointment with your librarian, for a research consultation. That consultation will help you determine if re-thinking your topic and/or research question is the best option.