I'm not a phd or write a MA thesis. I'm not academic publishing papers but i find the process of deeply studying something fascinating.
Then I look at its references and poke around a bit. Search the authors and see what they have.
Then if there are forums or video channels on the subject I take a look.
By now I have a decent amount of material to work through - a notebook (actual paper) helps me to jot down key concepts and things I want to dig into in more detail.
I reread the notebook and investigate further as needed.