Always record your sources for all information. This is important in case you ever need to go back to the document or item you found and also relevant if conflicting information is found, you can evaluate the likely accuracy of each source.
Remember to date your sources and research notes as indexes etc are often updated, sometimes this can mean that records that weren’t previously indexed are included or items previously mistranscribed are corrected.
It is also recommended that you record searches you have completed where no information is found so you that you don’t re-look at the same information later on.