You can start Research from your own end. It does not matter whether you are an independent researcher or affiliated to an Institution. Better if you are registered at an Institution so that you can get Degree of your hard work. Since there are many more other reasons to start the Research.
Before starting research, choose a domain that you like the most or your Guide can suggest you.
After choosing a particular domain (example my domain is Web Mining). Start reading research papers on that domain. Remember, you have to study the research papers from the start when that particular domain originated ( for example web mining is originated since 1990, and i started reading the research papers that was published at that time). It will make your base more strong. And you have to devote minimum 6 months on the literature review. Moreover you have to read standard papers ( you can download these papers from the Google Scholar or Research Gate which are published by the renowned publications like Springer, IEEE, Elsevier etc;)
After the Literature Review, It is definite you have found a good interest in this domain and more enthusiastic to work further. And you have to work on a particular topic on that domain. (Like my topic is Web Personalization).
Start reading latest Research Papers on your selected topic.
Publish your findings in reputed journal.