Before entering an Archives it is generally a good idea to conduct some background research on your subject. This will help to provide a context for the material consulted in the Archives and will also help to determine key players and important dates.
Once you have done some background research, you will need to determine which Archives hold relevant collections for your subject. Think about the subject area and the people and institutions involved. Think about what documents would have likely been created and who would have produced them. Then think about what repository or archives might hold appropriate materials.
It is generally a good idea to contact the Archives before your initial visit. The Archives will most likely be able to give you an idea of the type of information they have that may be relevant to your research, as well as the amount of material you might want to consult. This will help you to plan your visit accordingly.