Many people want to have a well researched persona, but lack the skills necessary to find the information that they need. In addition, much of the Dark Ages is less documented than the high Middle Ages or the Renaissance. The following techniques will assist you in uncovering a wealth of information, and allow you to assess it intelligently.
Start with your local libraries. Many colleges allow non-students into their libraries, and even allow them to check out books, so give them a call and find out. While you are at it, find out whether the library's copying machine uses dimes or quarters, and be sure to bring along a roll of the appropriate coins. Make a list of all potential subjects that might contain information about the period that interests you. For example, if you are interested in a Celtic persona, check under the following subject headings: Celts, Celtic, British, Irish and French History, Archeology, Art, Religion and Mythology, Military Science. If you know almost nothing about the period, be sure to check the children's section first. Children's history books are often excellent primers. When you find out the names of regions which still have Celtic influence, or other areas which had Celtic influence, look them up also. Make a list of all books which look promising. Take a look at them while at the library, and take home only those which may meet your needs.
You are bound to have found several books which were helpful, one or two which wee really nice, and the remainder should have been left at the library. Most people stop at this point, feeling that they have exhausted all possible local resources. Not so! In fact, we haven't' even come close. Remember those !@#$ bibliographies that you suffered through in high school and college? Before you return the books, make a copy of the bibliography from each of the books that you found useful. In addition, jot down the names of any historical documents referenced in the text. When you return the books to the library, go to the Inter-Library Loan office (ILL) with your bibliography, and ask them to show you how to fill out an ILL request form. The ILL librarian search other libraries to see who has the books you are interested in, then borrow the books so that may check them out! There may be a small fee attached, depending upon the rarity of the book, or in the case of magazine articles, a photocopy fee. Repeat this procedure with each of the books that you have ILL'd. It can take some time to find and get books through this process, so you need some patience.
You can also check Books in Print, and order the book from your local bookstore (who will be happy to accommodate you) or direct from the publisher. Write Publisher's Central Clearing House or Barnes and Noble for a catalog, and then order anything. You will get on every mailing list form every discount publisher, which will allow you to build up your library at a decent cost. Don't' forget The Reader's Guide to Periodical Literature, which can be used like a card catalog. If you are not familiar with it, ask the librarians for help. Remember that you can ILL magazine articles as well as books.
One type of book to look for is a "Final Site Report" for an archeological dig. You will often find reference to a dig in the history or art books. Find out which University or organization sponsored the dig, and write them for information concerning their final site report. The site report will contain line drawings, descriptions and analysis of every item found at the dig. In contrast, the art or history books will contain a picture of the fanciest item from the dig. You will also learn that all art and history books contain the exact same photo of the one item displayed.
Start taking notes or copying sections of the material you have found and keep it together in a notebook or file cabinet. Review it from time to time and you will find things you never saw before, or information that meshes with new information you have received and suddenly the mysterious becomes clear.
Now that you have assembled information about your period, you should have a reasonable idea of who your cultural neighbors were. Repeat the above process about them. This will tell you what they have to say about your people, and give you information about them so you will know how to interact, in persona, with any folk who come from nearby areas.
Now comes the hardest, yet most rewarding part of studying history, evaluation. You must not assume that everything that you read in a history book is correct! The author may have made a mistake, the monk who copied may have gotten confused, or the translator may be incompetent. It is even possible that the historical author (and even modern authors!) lied or at least hedged around the truth.
One of my favorite examples of this comes from the Anglo-Saxon Chronicles, a record for the year's major events kept by Saxon (Christian) clergy. The existence of King Arthur has not been proven, yet it would be interesting to see if the Saxons wee stopped cold in their conquest of Britain during the time that Arthur was supposed to have reigned. The thirty years prior to Arthur's time have numerous entries somewhat like this: "We met the British at ___, we slew many and the rest fled in terror, screaming for their lives." During Arthur's time period the entries are more like this: "We fought the British at ___." After his reign, the entries once again read like this: "We fought the British and they ran screaming for their lives." Is this in fact evidence that the Saxon conquest was temporarily stopped? After all, the clergy keeping the records aren't going to win brownie points with the king by writing "Arthur of Britain beat the h--- out of us again, this time at___." On the other hand, I am referring to over a hundred years of time, meaning that several monks would have been in charge of writing the chronicle. Perhaps the one who wrote just "We fought the British at ________" wasn't interested in warfare, thinking that it wasn't that important compared with the welfare of the immortal souls of his kingdom. Historical evaluation is a lively affair with much room for honest disagreement.