Your can't do market research if you don't what you want to look for. Ironically, if you don't research how can you realise what you want to have.

This is a chicken or egg come first tale.

You should be making market research and adjusting what you want at the same time. So, the first step is to keep doing it to reach an equivalent stage or trigger point where you know that is the market you are looking for.

The first step can be in many approaches: brainstorm, random picking up words to associate with, start from your mission/ vision, talk to experts, talk to street people ...

When you know roughly what you want, go in depth to study the market (you can search google on how to study a market or call the expert).

Next, develop a hypothesis on the market and test your hypothesis. Once you clear this portion, you have clearer picture what you want to do.

note: Google is the number place to do market research