Once you have asked a question, listened to the answer, and engaged fruitfully with that answer, you are ready to express your own position. You have probably met that person who asks a question and then answers it himself, or puts words in your mouth, or assumes he knows what you think before giving you a chance to respond. This kind of rude behavior can extend to the research process as well; you might not ask a question at all and just start by expressing your own opinions, or you might ask a question but then ignore the answer, or you might listen to the answer but then fail to make sure you understand it, or you might understand and engage with it but then fail to respond clearly in a way that moves the conversation forward. It is imperative that you wait to establish your own position until you are certain you have all the pieces you need and have comprehended them. Nobody wants to be the unintentional buffoon at the dinner table.
Here is an excerpt from Michael Kibbe's excellent book, From Topic to Thesis: A Guide to Theological Research, which addresses this idea.
KEYS TO ESTABLISHING POSITION
First, your thesis is the heart and soul of your paper. Every single word, phrase, and paragraph in your paper should contribute to your thesis. If something in your paper doesn't contribute to your thesis, cut it out. Be ruthless! If you're concerned about being able to meet the minimum length requirement for your paper, you need to do more research. A well-researched paper will always struggle to stay under the maximum rather than over the minimum.
Several years ago, my boss sent me out to do some tree trimming. His basic guideline: talk to the tree. Tell it which direction you want it to grow and which direction you don't. If a branch is going the wrong direction, cut it off. Big or small, healthy or sick, pretty or hideous, if it's not going where you want it to go, get rid of it. Think of your paper as a tree, and your thesis as your chosen direction. If a paragraph or illustration or argument or word doesn't take your paper where you want it to go (as defined by your thesis), get rid of it. Your paper must offer a position. You are arguing, not merely informing.
Second, don't start writing your paper too soon. You may want to take notes, construct individual arguments or draw diagrams and charts. Remember, though, that if you write your paper before you have a thesis, you'll have to rewrite it. And if you write your thesis before you do your research, you won't be able to support it. The best way for you to end up with a paper that revolves around a well-supported thesis is to (1) let your research mold your thesis and (2) let your thesis mold your paper.
Third, your research paper should enter into an already-existing conversation about your chosen topic. Remember that a research paper is not you thinking in a vacuum. This, your paper needs to demonstrate three things: that you are aware of the conversation, that you understand the conversation and that you can participate in that conversation.
Fourth, don't be afraid to ask for help! Some professors will give you a chance to hand in your paper early for feedback to help you prepare the final draft. The teaching assistant for your class may be available to help you find sources, construct arguments or deal with other issues. Your librarian will also be able to assist you in locating sources and using online databases. If you are new to writing academic papers and feel overwhelmed by the task in front of you, your school may have a writing center with editors available to look at your paper or sit down with you and talk through it.