At some point during your research, preferably sooner than later (but after you feel comfortable with your subject), you want to develop a thesis so that you can focus your research. Otherwise, you are wasting valuable time.
It may help to start with a group of paintings that share a common thread—the dates they were crafted, titles, subject matter, they may be a part of a series, or you may find a interesting thread on your own.
Your thesis must connect the artwork to literature. You should try to tie the work together (what is in common) as well as argue a theory about the significance of the work. Your research should help prove your thesis.
When developing a thesis, think of big questions: How do these paintings explain a perception of the universe? How is the artist’s own life or philosophy portrayed in the paintings? How does the artist ask his or her audience to view the paintings (or the universe)?