The correct option is: PERFORM BACKGROUND RESEARCH TO LEARN WHAT IS ALREADY KNOWN ABOUT THE QUESTION YOU ARE TRYING TO ANSWER.
No research is completely new, some research has been done in the past that is related to the investigation you want to carry out, so the first thing you should do is to find out what has been done in the past in your topic of interest and how you can fit in with your research, this is called literature review. Conducting a literature review is very important, because it helps you to avoid doing what other has done in the past.