What is the topic you are seeking to gather references. Government reports generally through Google or meta search engines, Google Scholar,Grey Literature, research papers through Google Scholar, Grey literature, PICO method with search strings for main areas of research topic. If you can elaborate more on your topic the forum may be able to assist.
Get your initial keyphrase and keywords list clear and clean. Search general and field-specific databases with them. Aggressively look for synonyms. Add them to your list.
Decide only to gather in pdf format. Convert or scan all other formats to pdfs. Store them in one folder.
Scan and skim read first. Discover the keyjournals, keysymposia, keyauthors. Follow them. Follow the leads and links. Be driven by your burning curiosity to answer your research question. Repeat with your subquestions.
Keep meticulous records. Use Qiqqa to look for themes that are emerging. (http://www.qiqqa.com/70557). Produce interim progress reports to discuss with your supervisor.
After your gathering and analysis of references, your informed opinion will tell you what gaps there are in our knowledge, and what data you need to collect for your own study.