Sometimes it's hard to know where to start. How do you know what to look for and where to look for it? Just because it doesn't come up in a keyword search doesn't mean there isn't anything there. Start by creating a search strategy before searching through a sea of archival collections. Write down a few thoughts about the people, places, periods, institutions, and events related to your research question. Map the relationships between all these components and identify the gaps in what you know.
Give yourself enough time. Sometimes your first selection of materials will give you insights into other materials you should consult. You might also need to sift through boxes of materials. Not all archival collections are described to the same degree. So, it might take you longer than expected to find materials.
Also, for various reasons, it can sometimes take weeks for archives staff to locate or retrieve the materials you request. For instance, we store materials in different buildings, or the collection might not be fully processed.