Louis Menand is, in my view, one of the world's best living essayists. Below is an extract from his article, "The Historical Romance," which appeared a few years ago in the New Yorker:
"When you undertake historical research, two truths that sounded banal come to seem profound. The first is that your knowledge of the past—apart from, occasionally, a limited visual record and the odd unreliable survivor—comes entirely from written documents. You are almost completely cut off, by a wall of print, from the life you have set out to represent. You can’t observe historical events; you can’t question historical actors; you can’t even know most of what has not been written about. What has been written about therefore takes on an importance that may be spurious. A few lines in a memoir, a snatch of recorded conversation, a letter fortuitously preserved, an event noted in a diary: all become luminous with significance—even though they are merely the bits that have floated to the surface. The historian clings to them, while, somewhere below, the huge submerged wreck of the past sinks silently out of sight.
The second realization that strikes you is, in a way, the opposite of the first: the more material you dredge up, the more elusive the subject becomes. In the case of a historical figure, there is usually a standard biographical interpretation, constructed around a small number of details: diary entries, letters, anecdotes, passages in the published work that everyone has decided must be autobiographical. Out of these details a profile is constructed, which, in the circular process that characterizes most biographical enterprise, is then used to interpret the details. Yet it is almost always possible to find details that are inconsistent with the standard interpretation, or that seem to point to a different interpretation, or that don’t support any coherent interpretation. Usually, there’s a level of detail below that, and on and on. One instinct you need in doing historical research is knowing when to keep dredging stuff up; another is knowing when to stop.
You stop when you feel that you’ve got it. The test for a successful history is the same as the test for any successful narrative: integrity in motion. It’s not the facts, snapshots of the past, that make a history; it’s the story, the facts run by the eye at the correct speed. Novelists sometimes say that they invent a character, put the character into a situation, and then wait to see what the character will do. The historian’s character has to do what the real person has done, but there is an uncanny way in which this can seem to happen almost spontaneously. The “Marx” that the historian has imagined keeps behaving, in every new set of conditions, like Marx. This gives the description of the conditions a plausibility as well. The person fits the time; the world turns beneath the character’s marching feet. The past reveals itself to have a plot.
This may seem a fanciful account of the way history is written. It is not a fanciful account of the way history is read, though. Readers expect an illusion of continuity, and once the illusion locks in, they credit the historian with having brought the past to life. Nothing else matters as much, and it is hard to see how the reader could have this experience if the historian had not had it first. The intuition of the whole precedes the accumulation of the parts. There is no other way, really, for the mind to work.
This is why historical research is an empirical enterprise and history writing an imaginative one. We read histories for information, but what is it that we want the information for? The answer is a little paradoxical: we want the information in order to acquire the ability to understand the information. At some point, we need the shell of facts to burst, and to feel that we are inside the moment. “Tell me about yourself,” says a stranger at a party. You can recite your résumé, but what you really want to express, and what the stranger (assuming her interest is genuine) really wants to know, is what it is like to be you. You wish (assuming that your interest is genuine) that you could just open up your mind and let her look in. Information alone doesn’t do it. A single intuition of what it was like to be Marx, or Proust, or Gertrude Stein, or the ordinary man on the late-modern street, how they thought and how the world looked to them, is worth a thousand facts, for when we are equipped with the intuition every fact becomes sensible. A residual positivism makes fact and intuition seem to be antithetical terms: hard knowledge versus subjective empathy. This has the priorities backward. Intuitive knowledge—the sense of what life was like when we were not there to experience it—is precisely the knowledge we seek. It is the true positive of historical work."
A few years ago, I taped a copy of this passage to my office door, because it so eloquently summarizes what historians face when they sit down to write. It is as useful a starting point for graduate studies as anything else I've read over the past twenty years. Here is the link to the rest of the article