To start researching in physics, it's essential to identify your current educational status, whether you're an undergraduate or still in high school. Undergraduates can engage in research by reaching out to professors with whom they've performed well, inquiring about available projects. Many universities offer programs like UROP for academic year projects and REU for summer research opportunities. For high school students, practical experiments, such as building a Cloud Chamber to observe particle tracks, can be a valuable hands-on experience, though it requires specific materials. The discussion emphasizes that even students without extensive resources can find ways to engage in research, highlighting the accessibility of physics research for motivated individuals.