Begin by picking a link that interests you. Why does this topic interest you? Formulate a research question before you begin reading the primary source documents or after just having glanced over them.
Record your research question on a piece of paper.
Then read the first primary source document.
What is it about, summarize, what interested you originally and was it what you thought?
Who is the speaker/author/artist?
What are they trying to communicate?
Who are they speaking to?
What did you learn?
Did you have your question answered or do you need to tweak your original question?

Move on to the next item on the page and answer the relevant questions from above.
Repeat till you finish the page.
How did the sources differ?
How are primary sources useful and yet limited when studying the past?
What other questions do you have about this topic?
Where else, specifically, would you need to look if you were going to do an in-depth research project on this topic? Say, 12 pages in length?
What topics have you been considering thus far that we have studied?