Reading and researching. Visiting the sites if you can.
Searching and searching and searching and finally concluding that no one knows and so you have to make it up.
How and whether to modernize it. One discussed costuming Vikings. With Society for Creative Anarchonism clothes. Except that one was a pair of trousers in the bright striped colors that Vikings really did like -- that would shout "Clown pants!" to the modern audience.
Or a treatment of Lucrezia Borgia. Some writers make her unhappy and ready to reject the whole notion of marrying when she's only fourteen. Others, more authentic, have her frantic because she's fourteen and hasn't been married off yet and she's practically an old maid.