Start by reading several general and specialized encyclopedia articles about an artist who interests you. Use these articles to get to know your topic generally.
As you read, consider the lens through which you would like to explore your topic. You might look at think about your artist in terms of time and events, social conditions and culture, geography, etc.
Encyclopedias are great starting points, but generally should not be used as scholarly sources.
In addition to providing a topic overview, encyclopedia entries often list key books and journal articles on your topic.