(work in progress - feedback welcome)
A Ph.D. is training for research. Research is about asking and answering interesting questions. An interesting research question is one that many in your field care about and that you have an ability to solve.
Step 1 - Course work
Your first step is to master the course work. For the first two years of your Ph.D program, it is important for you to have expertise in your coursework - not necessarily good grades, but real understanding of nuances. Most Ph.D. level classes will require you to write term papers. It is an opportunity for you to explore your first research ideas using the methodologies you learn in the classroom.
Any serious faculty member has influenced their field in a major way - their work and word matters. Taking courses also lets you develop relationships with faculty. Take any course as an opportunity to develop relationships with faculty - these are people who will stay on your resume, whether as referees on your application, co-authors, or the people who write your tenure letters.
Step 2 - Understand Literature
Your next major step is mastery of literature. Every Ph.D. program seeks to achieve this goal via Ph.D. seminars. In Ph.D. seminars, you will study and present research papers. Most often, a requirement of every Ph.D. seminar is a term paper. Understanding literature exposes you to different research styles and open research questions to pursue.
In many cases, the leading researcher in a field will publish a survey paper that summarizes and categorizes existing literature, and discusses open questions.
Step 3 - Choosing a Topic
If you have never written a paper before, pick something that you are very familiar with, either the methodology or the subject matter. Your goal is not to change the world, but to get some understanding of how to define a problem, write a review of literature, set up the model, do the analysis, and most importantly how to write the paper.
Step 4 - Your first attempt
You should start writing your first paper in your second semester or by the summer of the first year. If you are like a normal Ph.D. student, you will not succeed with your first attempt at writing a publishable research paper. You may end up writing a term paper, which may not be publishable.
Your goal should be to write a paper and send it to a journal before you take your comprehensive exams at the end of your second year. Writing a full paper is often a requirement at many schools, but it is a great idea to do so regardless of formal requirements.
more to come..feedback welcome