You will start your research by finding a news story about a current event in Mexico. You'll connect this with a bigger theme in Mexican History for your research paper.
Here are some websites where you can get a brief overview of Mexico past and present. Bear in mind that these are all American or European so they will be looking at Mexico through a particular lens and will focus on stories that are connected to their home countries.
This slideshow gives you some information about how to analyze a current event story and shows you an example.