You need to pick something very 'small' and with a VERY narrow question.
Many undergrds try and do something the size of a Masters thesis or even a PhD. You are not required to say anything or discover anything amazingly new - just that you can do a small research topic on your own.
So, you can either explore a topic that others have done work on ('Rational leisure' as a part of C19th Working Mens Clubs) and compare & contrast what others have said about this whole area, identify what the gaps might be in this research (alcoholism/temperance, women's participation or geographic locations currently ignored? etc etc) but you don't need to explore that gap in detail or come to any major conclusions. OR, you do some original research - this is more tricky/risky - and you need to make it very narrow/small (ie. Women's participation in the Working Mens Clubs of South Tyneside 1850/80). You'd have to be dead certain that there was enough primary and secondary source material out there to do this specific topic and that a few academics had written on the bigger area of women's role in WMCs before you started. Its usually better to do this the other way around - find a very small historical collection that interests you, see whats been done on it already and see if you can work on another aspect of this. Juvenile crime in your Uni/home town in the 1850s?
Think about the work you've done on your course so far. Can you pick something from any of that to look at in more detail? From 'Imperialism', could you look at the way late C19th Empire history was covered in school textbooks, or how one country was covered at the Great Exhibition?
Look at your local (Uni or home) archives catalogue. Is there anything that interests you there? A shipboard diary of an emigrant to Canada - could you research that person's life, and what others have said about emigrant diaries in general using this diary as an example? Or research a history of a local street or a building (a hospital? a workhouse? a school?), why was it built, who by, for whom and what did it represent in Victorian culture /social history etc etc - again archive based but also using existing local histories/accounts/articles to give you material to refer to.
Once you have an idea (however vague) go and talk to the relevant tutor/lecturer about it and they will help you hone it into a 'do-able' question.