Investigate the notes and bibliographies of every good source, to find for leads to more sources
Evaluate the sources you have found. Where is the information coming from, is it biased, is it scholarly, is it up-to-date, can you retrace where the author found the informaiton? Are you using primary material (e.g. videos, interviews with the choreographer, photographs, reviews of opening night in newspapers).
Cite all of your sources of information using Chicago Manual of Style.