Prior to your Senior year
You should begin thinking about and planning your thesis as soon as possible, but certainly during your Junior year. Before you apply to the History Honors program you must find a faculty member who approves your proposed topic and agrees to work with you to develop it and to advise your project throughout your Senior year. Typically you will already have taken courses with this professor and are proposing a topic within that professor's field of specialization.
By the spring term of your Junior year you should have a general idea about your thesis topic and you should have arranged to work with a faculty advisor. You may begin researching and refining your topic during the summer. If you need funding for summer or fall research, you should also begin to examine funding options with Undergraduate Research (UGAR), the Rockefeller Center, and the Leslie Center during the spring and/or summer. Typically you will return to campus in the fall term with a much clearer understanding of the subject of your research, the questions your research will answer and what these answers are likely to be. Your first task in the Fall will be to finalize a much more detailed research proposal for your project, including a full bibliography of primary and secondary sources and specific research questions.