Know your research question or argument. Though your question/argument may change or evolve as you delve deeper into the research process, you will want to have a solid idea of your research focus.
You don't have to read the entire article in order. Start with the abstract which will give you a general summary of the article. If the abstract seems relevant then move to the conclusion or discussion section of the article to gain a better understanding of the article's main claims. At this point if the article does not seem relevant or useful then discard it. However, if the article does seem useful then spend as much time as necessary reading the article.
Read critically. What is the author's argument? You will need to use your judgment when evaluating each source of information. Further research may be necessary if you find the author to be biased or you do not believe the validity of their argument.
Read the reference section. Reading the references or works cited may lead you to other useful resources. You might also get a better understanding of the major players in the area you are researching.
Take notes. How you do this is up to you. Make sure you keep your research question and argument in mind so you can be more efficient when taking notes.