Researching and writing a Masters or PhD thesis is probably the most extensive and in-depth piece of academic work you will have attempted. It is an exciting opportunity to research a topic you have chosen and that you believe to be worth investigating. At the end of your research you will be the expert in your specialism.
However, working on a thesis can seem a daunting prospect with three years or more of work in the case of a Ph.D, often on your own and without any imposed structure to your time. Although this is very much your project, and you will be expected to make your own decisions (with advice from your supervisors) on how to proceed, you can build a support network of fellow researchers, experts, and interested friends.
If you take on board only one piece of Advice, make it this one. MAKE FRIENDS WITH YOUR SUBJECT LIBRARIAN.